I was wondering, if i buy one of those noise canceling headphones, how well those can cancel out construction sounds? Home improvement in near etc.

Are there any softwares that could be used in computer, which plays white noise from computer speakers so there is no need to wear headphones?

[YellowSphere]

They won't do a great job of canceling out stuff like that just due to the nature of the way the sound is produced (transient rather ongoing). You'd be much better off going for in ear sound isolating designs like those from Shure, Ultimate Ears, Westone etc.

Not sure exactly what you're trying to say by your second question?

[Steven]

You can download noise samples anywhere. If google fails I can forward people a pink noise sample used for burning in headphones...

Try Audacity. A freeware music editor which can also generate white noise. In fact it is one of the best free audio programs out there

What YellowSphere is referring to is IEMs (In Ear Monitors). They offer passive noise cancelling. Think ear plugs. They really only work with music playing so you may want to take that into account. And I do mean proper IEMs that come with a fit kit of tips, not what you see on the high street of budget canal phones that come with 3 standard size tips that only sit at the entrance of your ear and do not stay in if you break walking pace