Word yell you will use during conversation. When other person will talk to you very loud. E.g. Don't yell on me! or Why you yelling on me? You are screaming then someone or something scares you. E.g. Person one: Why are you screaming? Person two: I saw a spider. Exclaiming is when you will see someone of your friends, but that person is far from you. So you say this person's name very loudly. There is also shout. When you are making noise or you are just very angry and you want to shout something. I'm only not 100% sure about exclaim.

"yell" is used when you are shouting: "Don't yell at me!" or when you make a loud noise, usually because you are hurt: "He yelled out in pain." ----- "exclaim" can be uses for speaking / a loud noise if you have emotion (horror, surprise, etc.) ----- A "scream" is a loud high-pitched sound. "The girl screamed when she was scared."

Shout . ex : Dani was shouting to search his friend.