* Subject: A sentence needs a subject, the person or thing performing the action. "The engine's whistle" doesn't tell us who or what is doing the action.
* Verb: It also lacks a verb, which describes the action.
To make it a sentence, you could add a verb and possibly a subject:
* The engine's whistle blew loudly. (Subject: whistle, verb: blew)
* The engine's whistle startled the birds. (Subject: whistle, verb: startled)