If the noise happens while changing the heater temperature, it is very likely to be the temperature blend door actuator.
If that's the case, reference the Related Questions below for a detailed discussion on how to replace the blend door actuator yourself in only 30 minutes.
Driving at 50mph or above what causes a loud knocking clicking sound during acceleration?
Knocking is usually associated with worn main and rod bearings.
What causes a hard rattling knocking sound under the hood when you start your 98 ford windstar? Lack of oil, lack of oil pressure, badly worn camshaft or crankshaft or a combination of all the above.
What causes. Clicking. In my left ear only
From the information provided, it sounds like you're dangerously low on oil.
Binding in the linkage, bad windshield washer motor
Although the clicking sound is a primary symptom of a failed temperature blend door actuator motor - one of the most common failures on Windstars - that doesn't mean the part is working.The "Related Questions" below address a wide variety of other causes of "no-heat" problems.
a dog
counterbalancer is bad
it could be your valves or your engine
cv joints
A little kid in the trunk with a hammer