why are women and children shrieking at the doors and windows of their houses?

They are basically sick and desperate. They have been quarantined for so long, they can't stand it. Even though the narrator knew he should remain indoors, he could not resist walking around the city. He saw terrifying sights of people dying in the streets, women shrieking and others throwing themselves out their windows. One time he heard mournful lamentations coming from a house, and learned the master of the house had hung himself.