If its a steering shaft itself you would hear it everytime you move the steering wheel as long as its loud enough. Mostly all GM cars and trucks are known to have steering shaft problems up to the new year models.
Since it's still under warranty I would take it to your dealer and tell them you feel/hear a clunking noise in your front end and that it also happens when turning and as long as they are not a crappy dealer they sould diagnose it and to be honest they are really easy to diagnose once you get in the vehicle.
