The problem is most likely with the transformer. Try reversing the leads from the transformer to the track and try the whistle again. You may also want to have the train running with a few cars behind it as you try the whistle.
If this does not work, the transformer may be bad. Return it to the place of purchase with your tender and have them check your tender whistle there with another transformer.
Chances are your old transformer may be able to be repaired. Which transformer do you have, and what is wrong with it?
Larry