HSE does not have responsibility for environmental health matters. If the noise is causing a public nuisance you can contact your local authority Environmental Health Department. Their website will have details of how to do this, and their phone number will be in the phone book.
Many local authorities set limits on the times that a construction site can operate - these are often limited to daylight hours. Where a site has obtained planning permission this may have been granted with conditions - such as limiting working hours from 7.30am to 6.00pm.