If you really wish to differentiate (most do not) than the stall is the aerodynamic local disturbance to either a single or group of airfoils while a surge is the complete breakdown of pressurized flow through succesive stages resulting a flow reversal of the air in the compressor.
The loudest noise that you hear is the drumhead effect of the shock of the reversed air as it expands to the much larger inlet. Thus pure turbo jets or small JT8Ds produce pops while large high-bypass engines produce low frequency booms that will scare the hell out of you the first time you hear one.
Lots more can be said, but this is just a real simple start.