We live in Florida, and for the first time, we had to turn our central heat on. Its only several years old. I know nothing about it. My question is does the outside unit run when the heater is on? It makes a lot of noise when it starts up

If you system is a heat pump and uses a electric or gas furnace then yes sometimes the outdoor unit will run. If you only have heating with an Air Conditioning system then the unit outside should not run, So I am guessing that you do have the Duel Fuel Heat Pump system.

Is this a heat pump? Is the central heating unit inside the building in a basement or utility room?

Bob.. My daughter in Ohio has the same problem when the heat goes on the central air outside unit runs? They have no heat pump , gas furnace heating system is in the basement and is only two years old?