I agree that there are two intelligent beings here tying to influence the other. The problem is that one of them doesn't have the vocabulary yet to voice the transgression and frustration he feels. He is not being a manipulative little dictator at this stage; he's just expressing what he feels in a way that comes naturally to him. There is a double concern here: to respond to his needs in an appropriate way so that trust is maintained, and to teach him how to express his needs in a more socially acceptable manner. A real and important goal is to teach him to start managing his frustration. (I confess right now that I am not of the school advocating ignoring his screams; I think trust is too important.)
In one of these examples, the need is to train his sister to stop taking his toys. (If someone walked up to you and calmly took your iPhone and started walking away, would you not feel like yelling?) He can't "share" at this age. You choose the method you do that; depending on her age, one thing that might work is substituting a good toy, but if he still objects, then no trade. To try to silence him in this situation is to tell him, in effect, that his feelings are invalid. (Remember the iPhone.) They aren't.
At all times, you can try to teach him words. Say "down" every time you put him down, whether he's crying or not. Say "up" every time you pick him up, including out of his crib. Say "not now" (or, if never, "no") if he screams for something he's not going to get (e.g. at nap time), then allow him to scream or offer him things to distract him. You can explain "later", but follow through (his memory isn't long-lasting yet). When he is actually using words, then hold him to a higher level of accountability to use his words instead of screaming.
I'm truly sorry if this sounds preachy. At this age, this is relatively normal. Help him to learn words and gestures, and respond to those with attention. Only when he can express himself otherwise should you take on training him not to scream.