A Shrieker isn't from this world. They are born in the Underworld; nobody knows how. They can only come to this world when somebody opens a gateway between the two. Very powerful, and very evil. Thankfully they are rarely seen.
The following describes the only reliably-recorded encounter with a Shrieker:
It was completely black, a great statue of obsidian, only this rock did not shine, but absorbed the light, drawing all of it inwards to fuel the fire of its sinew. It was shaped roughly like a man, two arms, and two legs, both spidery and long, as if no meat were upon them. Its face though was its most distinguishing feature, for it had only one feature present. There were no eyes, no ears, not even a nose. All that existed upon that blank apparition was a mouth, a great gaping hole into eternal darkness.
And from out of that hole came the most frightening noise that Charles had ever heard, and he surmised would ever hear again. It shrieked, an ear piercing shriek that made him double over in agony as it reverberated through every cell of his flesh, threatening to break him down into gelatinous goo. The wail forced him to press his eyelids tightly together to hold his eyes in their sockets, and his paws were upon his ears, covering the saucer-shaped appendages for fear that his brains would ooze from them to escape the maddening cry.
—From Winter's First Chill, Part VI by Charles Matthias.