I built an American style 2-6-2 Prairie using Roundhouse Lady Anne 0-6-0 cassis and boiler kits.
I added R/C for steam regulator, reversing rod and steam whistle. The whistle design was by LBSC.
It is a 4 inch long tube mounted under the running board. I also made a valve to operate the whistle operated by a R/C servo. To get good sound the valve should open and close quickly. Also, the engine should be very hot.
I added a tee with a 1/16 tube to a dummy whistle atop the steam dome. When the whistle valve is operated, a small jet of steam comes from the dummy whistle. The sound appears to come from the dummy whistle. This design idea is from Martin Evans.
R/C allows for use of train whistle codes while running on the track. Railroad engineers used the codes to communicate with railroad workers, (not just for the fun of it).
My video shows testing using air and steam. Also shown is the R/C operated valve parts.
I wrote an article in Steam in the Garden with some steam whistle history and building the whistle parts with drawings. Issue no 111, May-June 2010, page 34.