These three phrases show that Pew is being frightened by the sound of the horses coming closer. So, when he quickly dashes away, he is most likely running out of fear. When he "turned with a scream" it shows that Pew was horrified by the thought that the riders on the horses were going to catch up to him. He is screaming out of terror.
It helps them understand how The Mercury Theatre was privately funded but was founded on the same principles as those that guided Welles' Federal Theater Project productions a few years earlier.
