* A hammer with a screw-shaped head: This would be very unusual, as the screw shape wouldn't be very effective for hammering. It's possible someone might create a specialized tool like this for a specific task, but it's not a standard tool.
* A hammer used to drive screws: This is more likely what someone means when they say "screw hammer." However, the term isn't really used. A standard hammer is perfectly capable of driving screws, especially with a screw-driving attachment or using a nail as a makeshift screwdriver.
* A device that uses a hammer to tighten screws: This is also possible, and it's actually how many automatic screw-driving machines work. They use a hammering motion to drive the screw quickly and efficiently.
So, is there a "screw hammer"? Not really as a common, standardized tool. But the concept of a tool that combines hammering and screwing is possible and even exists in some specialized applications.