Hello, I hope the following assists you.
The most likely cause of a whistle if it is there when you drive the car is a split in one of the turbo pipes. The whistle you hear is air under pressure escaping from the split. Check for any signs of oil around the rubber pipes from the turbo to the intercooler and the intercooler up to the manifold, it's very common for the intercooler to manifold hose to split.
Obviously there may be other causes of a whistle noise but if it isn't due to the turbo pipe splitting let me know more about when the noise occurs and I'll assist further.