Goats make a "baa" sound similar to the sound a sheep makes, but goat vocalizations are closer to whats called a "bleat," which is a sound also sometimes made by cows and deer. Goat sounds may all sound the same to the untrained ear, but they actually differ based on what the goat is trying to communicate. While sheep very typically "baa," goats make more of a bleating sound. Like mules and donkeys, they can be very loud and may bleat aggressively in protest, or to signal their displeasure. Some goats scream to signal that theyre unhappy, which is almost always the result of one thing: not enough goats. If you hear a goat screaming, chances are good its in desperate need of some goat friends.
There are also sound effects available online that imitate goat sounds.