Yes Coyotes do make a screaming sound and they do not howl like wolves or bark like dogs.
When I was outside at my friends cabin in the woods there were and are Coyotes out there and at night I heard a screaming like sound and wondered what the heck that was.
I asked my friend what that noise was and he said it was just Coyotes out there making the screaming noise and it was nothing to worry about.
At first I thought the screaming noise was someone actually screaming but it was just the Coyotes.
Coyotes typically make screaming noises and sometimes also a wild cacophony of high pitched yipping, yowling, and screeching noises.
If you've never heard a Coyote make noises then you might think it's a human screaming but actually it's the Coyote.