We think that we are hearing noise in our home and we concluded that the noise is not coming from us. For example foot steps and doors closing.
What should I do, move or stay and what can I do in this situation.

All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.

This noise could be from Jinn. The proper course of action is to read (recite) the Qur'aan; chapter Al-Baqarah (the Cow) in the house because it repels Satan as the Prophet said: "Do not take your homes as graves, indeed Satan runs away from the house where chapter Al-Baqarah is being read." [Muslim] At-Tirmithi reported the same narration with the following wording: "Indeed, Satan cannot enter the house where chapter Al-Baqarah is being read."

We advise you to get rid of what could prevent the angels from entering the house, like hanging pictures or statues of anything with soul, like human beings, or animals. Such pictures and statues prevent the angels from entering the house. Indeed the Prophet said: "The angels do not enter a house where there are statues or a picture." [Ahmed, At-Tirmithi, and Ibn Habbaan] The Prophet also said: "The angels do not enter a house where there is a dog or a picture." [Al-Bukhari and Muslim]

Therefore, a house that contains these or other prohibitions could be a shelter for Satan.

Allaah knows best.