Creature's vulgar cry picked up (4,5)
I believe the answer is:
blue whale
'creature's' is the definition.
(type of animal)
'vulgar cry picked up' is the wordplay.
'vulgar' becomes 'blue' (I've seen this before).
'cry' becomes 'wail' (wailing is a kind of crying).
'picked up' indicates a 'sounds like' (homophone) clue.
'wail' is a homophone of 'whale'.
'blue'+'whale'='BLUE WHALE'
(Other definitions for blue whale that I've seen before include "World's largest animal" , "Largest living animal" , "there's nothing bigger" , "World's largest mammal" .)