short vacuum cleaner sound - electric pump?
 

After a cold start, my 98 Boxster makes a vacuum cleaner sound for a few seconds. I think there is an electrically driven pump of some sort that comes on, and then goes off maybe 5 seconds later. I can see that the electrical load on the engine changes. This is only noticeable when the engine is cold.

I looked around in the Service Manual and see that there is a "Secondary Air Pump" that looks electrical. What is this for? Should I be worried about it?

The secondary air "sai" stays on for 1-2 minutes. It is loud in normal opperation. Though, you would get a cel if it failed because it is emissions related.

+1 Secondary Air Pump
Don't be worried it comes on for cold starts, it's an emissions control component
**You should be concerned if it only stays on for 5 seconds
Mine runs for about 90 seconds. So running for 1-2 mins is typical behaviour

As qwerty states it is the secondary air system pump. The system has a main pump, three main diaphragms and a vacuum tank. Its purpose is to pump ambient air into the intake manifolds so the cats warm up quickly and do their job asap. The system stays on for a couple of minutes at cold start up. If the system fails you do get a CEL but the system continues to work because the diaphragms are designed to fail in the open position.
The system has a lot of small hoses that can crack, diaphragms that typically all fail at the same time and the plastic vacuum tank can crack and fail. If the SAS fails it does no further damage to the car you just have the annoying CEL to stare at.