Yes mountain lions do scream like a woman when they are in danger or in heat.
It's more common to hear a female mountain lion scream like a woman when the female mountain lion is in heat and ready to mate.
The sound that the mountain lion makes is like an injured or dying woman or a woman that is scared and being attacked.
Male mountain lions make a scream like a woman as well but mostly the female makes a scream like a human woman when they are in heat.
The female mountain lion typically screams like a human woman because when it's in heat the female mountain lion is alerting a male mountain lion that it's in heat.
The female mountain lion is screaming so that hopefully a male mountain lion will hear their scream and come to them so they can mate and make baby mountain lions.