Plains zebras live in the Savanna grasslands of eastern Africa. They're scientific name is equus burchelli. Just a little extra background. But I noticed that the sound a zebra makes wasn't mentioned.
So, what does a zebra sound like? You'd most likely think of a horse. You'd most likely be wrong. Or at least partially wrong. After watching The Lion King, my girlfriend told me that the sound you hear when the camera pans on the zebras is the actual sound they make, which sounds like hooves beating against the ground. Thinking that was wrong, I looked it up. From what I gathered, zebras make a high-pitched barking sound. Actually, it's a little bit of a mix between a bark, a chimp, and some weird plunger-synthesized sound. A soundclip can be heard from http://www.wildsanctuary.com/zebra.html
What I meant by a zebra not sounding like a horse, necessarily, was that mother zebras make a whinnying sound when separated from their foal.
So now you know. Zebras do make sounds, but it's not necessarily like a horse.