20W adapter making high pitched sound

It’s normal; all quality USB adapters are “switching” power supplies; that is, they convert the incoming power to a very high frequency AC because the higher the frequency the smaller the transformer that drops the voltage to 5 volts can be. If you have really good hearing (as you apparently do) you will be able to hear the vibration in the transformer. If you can, compare yours to another one; if yours is louder and it bothers you contact Apple for a replacement. But it is a harmless artifact of the switching technology.

That is not normal, then. Return it to where you got it.

This applies specifically to cables→Identify counterfeit or uncertified Lightning connector accessories - Apple Support and is important to review, because→Why Counterfeit Lightning Cables Kill iPhones - Motherboard

For power adapters it is more difficult to tell a good counterfeit from an original Apple. For poor counterfeits you can usually tell by the printing on the device. Look for any misspellings, uneven print, etc.

While not specifically for the 20 watt adapter, here are 2 videos of tear downs of counterfeits, and one of the symptoms is a loud whistling sound:

Apple iPod chargers - fake versus genuine - YouTube

2 counterfeit iPhone adapter video

I wouldn’t expect damage, but obviously that noise is unusual.

Apple power adapters are silent.

If the 20W adapter is manufactured by Apple, best contact Apple Support.

Use the Get Support link in the upper right of this webpage.

If from elsewhere, contact that vendor.