I have just bought a new power supply for my PC.
Can I plug it in and start it up without inserting into my PC?
I want to see how loud it is.
Will it blow up?
You should not power the PSU without load.
PSUs are supposed to be either connected with your system or loaded with special devices for testing. I would suggest that you connect the Unit to your system and then check the sound.
It's not advised to plug a powersupply in without a load. You should either plug it into a motherboard or a psu tester. Some advanced psu will simply not power on without a load but in many cases the psu without load will fail (and in some cases perminant damage).