Is this scream from Majora's Mask?

Unfortunately, it's likely not.

If you listen to the scream, there's a lot of clipping and blowout on the sample, which leads me to believe that it was recorded on an older or low-quality mic (cell phone camera, for example). The few screams in Majora's Mask are all well-balanced and high quality. Don't know where the sample would have come from but I highly doubt it's lodged anywhere in MM.

The scream you might be thinking of might be the scream you hear when you put on a mask.