I never hear any noises or see any lights so I'm guessing they don't, but I'm not certain.
I think that means that they actually work
From what I've read they should be used in combination with your radar detector. If you are the first car to get hit with a laser, your detecor will go off just to tell you that you'll be getting a ticket. With a jammer (if you are the first car to be hit) the cop will get a malfunction reading once, at which time your radar detector will tell you to slow down. When the cop hits you again, his device will work, but you'd have hopefully slowed down enough to avoid being pulled over.
One way to find out if it works would be to somehow get ahold of a laser device and have a friend check whether the first reading is thrown off (no speeding necessary).