The only way to really check your fuel pump is to 'break' a fuel line and fit a pressure gauge inline. Most people wont have one of these lying around so it's probably best left to a garage with the right equipment.
Main fuel pumps on mk2's are well known for being noisy so it's probably ok anyway.
There are two main reasons for a noisy pump in the first place:
1) The lift pump in the fuel tank has gone leading to the main pump having to work harder, it might be worth replacing your lift pump just incase as once it goes the extra strain on the main pump will lead to premature failure.
2) The main pump is starting to wear and becoming noisy. This is the first sign of failure but they usually go on for quite a while (sometimes years) after they have become quite noisy.
Hope this helps
Tobz