If you are not familiar with these engines that is a high pressure direct injection fuel pump. So most cars have a fuel pump in the gas tank and put out around 40-50 psi. Fuel injectors sit in the intake and spray the fuel to mix with the air and enter the heads.
These engines have a fuel pump in the tank that send the fuel to the direct injection fuel pump. The GDI pump then increases the pressure to 1000+ psi to squirt the fuel directly into the combustion chamber. You get better control over fueling and allows Ford to adjust compression ratio, emissions, more hp, etc. It is noisy. From the factory they come with a foam cover to help with the noise.