Speaker COM05051P noise

I’m testing the speaker togheter with the 4 digit display module and Arduino UNO.
The circuit is very simple: both the modules are plugged to +5V / gnd and the digital pins to send the signal.
My problem is that as soon as I switch on the diaplay digits, the speaker starts noising.
It emits a continuous low noise which stops only if I switch off the display.
Could someone help me ?

Thanks !

Did you mean that the speaker is noising while plugging it into the Arduino without any uploading any program? Does you plug SIG pin into other Arduino digit pins, all have the same situation?