Strange file transfer sound

I work on an Imac OS X Yosemite. I have recently been hearing quite frequently the "transfer complete" ping sound on my Mac without doing anything, while I am working on something or even when I am away from my computer, as if something was being dropped into a folder somewhere. But I can't find what it is or where it comes from.

When I check into the "Edit" Finder menu, to see if I can undo the last action that occurred, it doesn't show any action has been done ("Undo" and "Redo" are greyed out).

My computer has also been acting out recently, like it suddenly gets super slow, keeps "grinding" and I get the spinning wheel for several minutes. It very rarely crashes, but this stuff keeps happening, and I am wondering if something or someone has somehow hacked into it.

Any idea, anyone?