What sort of noise is it? If it's a squeak while moving, replace the rusty u-joints before they break causing serious consequential damage.
If it's a loud BOOM while moving, check for TSBs. It may be caused by the differential ring gear acting like a lasing device and easily curable with a rubber weight.
If you have a loud clunk while changing between forward and reverse gears, check for possibly loose u-joints, weak or broken trans or engine mount, rear (not front) suspension component, excessive gear lash in the drivetrain, high idle speed, cumulative effect of drivetrain gear lash being at the high end of acceptable. Old fluid or low fluid level in transfer case or either front or rear differential may also cause a clunk, as can a problem with an encoder motor due to encoder motor failure, wiring fault, or GEM module fault.
Typical U-Joint noise. Makes noise in reverse but not in drive. Check both front and rear U-joints of the drive shaft. If one is bad replace both. You do not want to go through R&R of the drive shaft twice.
Check your universal joints!
Rear wheel drive: Possibly a worn universal joint on the drive shaft. Front wheel drive: possibly worn CV joints on the front drive shafts.
The chances are the shaft in question is most likely made of aluminium. The "tube"of the shaft will carry "noise" of the drive train. The covering is there to help limit the noise and vibration. It is more for dampening noise than a structural covering.
Possible failed u-joint.
Need to check the rear u-joint in the drive shaft.
it might be your drive shaft or transmission going out.
If the noise is a clicking sound, chances are the CV shaft (or axle shaft) is bad. It supplies power from the trans axle to the wheel.
it could be a bad universal joint.
If you meant "Why is there a vibration, or vibration like sound when I'm driving" it is because either the drive-shaft is dented or one of the balancing weights is removed. Or basically it is not balanced, therefore vibration occurs.
Possible a failing U-joint.
The drive shaft may need to be tightened