A whistle sound on a diesel turbo is not normal. If you are hearing excessive noise from the turbo then is likely to be an air leak. A good way to find air leaks is to get a spray bottle with a fine mist spray. Run the engine and spray around all the connections one at a time with water. You will hear the air sucking or blowing out or a change in the way the engine runs . And no the water will not damage the engine or turbo.