Several studies have shown that babies recognize certain sensations they were exposed to in the womb, such as the mother's heartbeat or her voice or a particular song she may have sung. This kind of recognition is not really conscience, but it can affect the way an infant reacts to the world after birth. I would think loud noises would over-stimulate a baby. The reason it does not over-stimulate them is because their hearing is poor as newborns. Newborns have a 50 decibel higher threshold which corresponds to a significant hearing deficit.
Hearing improves dramatically in the first few months.
Newborns can't really hear things that are not loud such as whispers. You would have to whisper close to them. The reason they like the vacuum and washing machine is because of the vibration stimulating them. To them it sounds like a low hum. To the second part, no that is not true.