The owl screaming and crickets crying signals that the murder has been accomplished.
The text in the play states:
It was the owl that shrieked, the fatal bellman..
I heard the owl scream and the crickets cry...
These lines were uttered by Lady Macbeth in Act 2, Scene 2.
The first line was when she waited outside the chambers of the King, awaiting his death.
The second line was when she talked to her husband, Macbeth, after he confirmed that he has done the deed of murdering the king.