Shorted an ATmega32U4
Chances are the power supply just went into current limit mode (hence the sound) and you're okay. 

Permanent damage tends to come from putting more than Vdd or less than Vss on a pin, or from overvoltage on Vdd. Or it comes from triggering latchup, in which case the chip would have gotten very hot. 

It's not going to be possible for you to exhaustively test the chip with the equipment and information you have but if you can wiggle each of the I/O pins or read them programmatically and the chip is not drawing excessive current it's probably fine. If you think the probe pins might have slipped onto a GPIO pin as well, test those.