Gear box: It is the place where the different "gears" of the cars are located.
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There is a shaft that comes from the engine and then there is another one that comes out of it and goes to the wheels. Through a set of gears, it moves at different speeds even when the engine moves at just one constant speed, so it takes advantage of the engine's power. They may be manual or automatic.
A noise comes right after starting the car, especially while shifting gears and accelerating slowly. It's likely from engine mounts, gearbox components, or a loose belt/pulley. I faced the same issue earlier.