First of all, this is your GPU not CPU. The screeching sound you hear is most likely coil-whine from your graphics card.
This is basically because your GPU is outputting hundreds of frames per second, giving it all its got, producing that sound.
It is not something that you need to be worried about, but it doesnt benefit you in any way (especially since its on the main menu) so its like stepping on the throttle of a car that isnt in gear and is parked (you can hear the engine roaring, but nothing happens).
If you dont care for an explanation, start reading here:
All you have to do is limit your FPS, as others said before me. The game has a framerate limiter, and you can access those options from the main menu now. You dont even need to load a game.
V-sync also helps, although this is meant to eliminate screen-tearing. What you seem to be after, is limiting your framerate (I recommend 60 FPS limit) which you can set to whatever you like.
Go to Graphics > Limit FPS