A metaphor is a rhetorical device in which the author compares two typically unlike things. This comparison is based upon analogies or direct comparisons. Take the following example: "my life is a highway." In this metaphor, the speaker's life is compared to a highway. One's knowledge of a highway is necessary in order to understand that the speaker is referring to the idea that his or her life is filled with ups, downs, twists, and turns.
The phrase "shrieking with fear" is not a metaphor. It does not provide either a straightforward or implied comparison. Instead, it defines how something is shrieking. Shrieking is a verb, and fear is a noun. The phrase is simply stating how one is shrieking (a high-pitched scream).