Hello! I am working on a project for my physics class I am in, and I am trying to recreate the Wilhelm scream sound effect. On a physics level I understand how to create a Fourier series that represents this sound, but I do not know how I would apply this in Audacity to create the sound. I am using macOS 10.15 and Audacity 2.4.2. I just download audacity today and watched some tutorials, but couldn’t find anything that really helped me with my issue.
Did your tutor make any suggestions about how they expected you to achieve this, or how much time they expect you to spend on it?
Sound synthesis" is probably an advanced university course. You can do almost anything with [u]Nyquist programming[/u] but that would be VERY tedious without a special library or other “shortcut tools”… The semester will probably be over before you get it figured-out. 
And, it seems more like “programming” than “physics”.
Matlab (or one of the Matlab clones) seems to be popular among academics for DSP and other “scientific” sound-related purposes. But from what I’ve seen, it “looks like” programming and there is a big learning curve.
I think there is special software for this. Maybe look for “'sound design” software. But, this kind of thing is usually done by starting with a recording (a “sound sample”) and then manipulating the existing Fourier series, or otherwise processing the sample. Almost all synthesized instrumts (where they are simulating a real instrument) is now done with samples. There is (was?) something called FM synthesis that was popular but again that’s advanced programming and a human scream is probably difficult.
But, any specialized software is probably “abstracted” from the Fourier series and all of those nitty-gritty math & physics details…
I don’t know about the scream, but perhaps this paper can be something to get you started: https://arxiv.org/pdf/1211.4832
I hope this helps. 
There is a free program called SPEAR where you can convert an audio file into a fourier-series approximation of that sound.
There are also vocal-tract simulation plugins which produce animal-like noises ,
e.g. … https://www.kvraudio.com/product/fauna-by-xoxos (Windows only, & won’t work in Audacity)