I read that this processor (and the whole i3 series) can't be underclocked / undervolted. Is it true?
You can always underclock.
Undervolting happens automatically with modern CPUs and I wouldn't recommend tweaking with that even if you can.
None of that would make any difference to the idle noise anyway.
Consider buying a cheaper CPU. Why do you want this model if you're going to underclock it? Maybe you should even consider a Pentium-branded Haswell.
Another question, if you don't mind: what kind of noise I should expect at idle state using Intel's boxed cooling system?
Depends... on the case and the other stuff running in it, on the temperatures you're willing to allow (I'm assuming all Asus boards have fan control) and above all on what you consider noisy.
Why don't you try for yourself?