hey thanks for playing!
The sound you are hearing is probably your shields getting damaged. Left side is health right side is shields. Shields regenerate after a certain period of time, based on force field upgrade.
Barrel roll requires an upgrade. Missiles should be usable with the E key once you unlock them, there are no missile objects to pick up. Perhaps you clicked it to buy but didn't click again to confirm purchase?
You shouldn’t need to shoot power ups, making contact with your ship should grant you the powerup.