[S3 Physics and up: Pressure]
Kept you waiting, huh?
Whistles, and the physical process of whistling for most of these tools, is caused by changing the way the air vibrates within its cavity.
To explain a bit more on the topic, the second hole before the first for the kettle has a set distance between each other, and it helps to resonate wavelengths at that distance to make it louder. Much like how light at different wavelengths look different, sounds at different wavelengths hit our ears differently as well.
For the other types of whistles featuring cavities beyond the kettle whistle, this cavity becomes the component that, vibrating at a much-lower frequency than the air blowing out, resonates and creates the audible part we can hear with our ears. For the warbling whistle, in particular, the water inside the device flows about and changes the size of the cavity repeatedly, thus creating the sort of effect mimicking birds.