Sounds like the air pump. It comes on during initial cold start and pumps additional air into the exhaust manifold. If I remember correctly it is supposed to reduce NOx until the engine gets up to operating temperature. You can start the car and watch the pulley on the front of the air pump. The electric clutch should drop it out after the engine gets up to tempature.
Not sure about your particular model but if it is inoperative it can make the check engine light come on on some models.