Unfortunately they don't. They do say "humans" during their dialogue with the characters, but I think that's the translator. I did imagine when they said "human" that it sounded as "ooman".
The dialogue is described as sounding similar to the Predator speech in the AvP 2010 game, consisting of various grunts, clicks, clacks and other noises, it is described by the humans as very complex as well so it's in no way primitive or simple. When they communicate with each other, they do tend to say very few words though.