I am newbie for cycling. When I change my gears, some lock sounds are coming from the chain. But if I do reverse pedaling while switching gears. No sound form chain, but gear switched to the right position? Is this good or am doing wrong?
Most setups are supposed to have at least some sound when switching gears. Depending on your derailleur/setup the sound may vary from a short click to longer sound of chain grabbing around the gears.
The switching is supposed to happen without pedaling backwards, so you should not do it. Normally it is not okay to switch gears with highly tensioned chain, such as during the climbing, so you should find a moment to switch speeds when pedaling forwards will not have any effect on speed, which means the speed must be higher than the speed you could achieve by pedalling. It sounds very complicated, but in real life should happen almost instinctively, without thinking at all, just get the "feeling" on what gears lead to what speeds with your cadence.
If the switching is not smooth anyway, there's good chance you have to adjust the derailleur. Some random manual on how to do it can be found here: http://www.artscyclery.com/learningcenter/shimanorearderailleurs.html