It's the servos (actuators) that move the air control doors. They control where the air comes out (defrost, dash, floor), and where it comes from (fresh or recycle). It was normal for them to make a tiny bit of noise when the cars were new, and it's normal that they make more now. If it's a lot of noise or if the air isn't coming out correctly, then it's a problem. Some are easy to change (recycle and floor), and the others require the entire dash to be removed.
You can do a DATC self test and see if it identifies any problems.
2006 Lincoln LS Workshop Manual