Jem thinks he hears someone laughing inside the house when he is dared to touch it. There is no indication that the laughter is sadistic - in fact, whoever is laughing seems to be amused. Jem doesn't seem scared when he reports this incident to Scout and Dill. Assuming that Boo Radley laughs, it makes sense that Boo,who has been watching the kids for some time, finds them entertaining. If Boo did not like the kids, there would not have been multiple presents, and later, the saving of their lives.
Jem wanted to prove to Dill that the people in his county were not more afraid of doing things on a dare than the people from Dill's county. After they touched the house and were safe on their porch, they looked at Radley's house and nothing had changed. The "phantom" they had believed lived there, was of their own fantastic imaginations.