I'm guessing these are your first birds. Parakeets are a good choice and you should enjoy them once they get used to their new surroundings.
I don't know if the pet store employee meant to cut only one wing ... some people cut both and some cut only one. Cutting one is supposed to be less stressful on the bird and just as effective if it is done right. Most likely, he/she didn't cut short enough.
Your birds probably won't make a lot of noise for awhile. They are getting used to their surroundings and are very nervous. To help them out I would suggest keeping them in a quiet room. Try to leave them alone for a few days ... continue to change their food and water regularly of course. This is a very stressful time for them and it may take awhile to adjust. Parakeets tend to be their most noisiest in the mornings and the evenings ... so that may also be why you haven't heard a lot from them yet. Listen tomorrow morning ... it should give you a good indicator as to if your little guys are fitting in.
Many people recommend covering the cage at night to protect from drafts. Personally, I don't think this is necessary -- they encounter drafts in the wild -- but many people will tell you that they recommend it. Most people use something lightweight like an old sheet or a tablecloth. They make commercial ones if you want to spend the money.
I would leave the unclipped bird alone for now anyway. They go crazy because they aren't used to human contact. Try to move slowly to avoid scaring them. When you do decide to start training them it will take time. Don't get discouraged! It may take awhile but they will get used to you.
Until they are better adjusted I wouldn't let them out of the cage anyway. When you do decide to do so you can catch the unclipped bird by throwing a sheet over it ... or -- if you don't like that idea -- you could just wait until it goes back to its cage. It will soon identify the cage as its home and will go back on its own-- provided it does not fly to another room or behind furniture. Never let your birds out without close supervision.
Well, good luck with your parakeets, Drew! Congratulations. Just remember to be patient ... it will take time but they will come around.