Clickers and whistles are two entirely different things.
The clicker is used to mark a behaviour which is then reinforced by the reward (treat). So puppy does a down, you click to say 'yes that is what I wanted', and then you have time to produce the treat (because the click is associated with the treat so the dog knows it is coming). The advantage of the click is that it is neutral and immediate. You can give the treat directly but there is usually a delay and the dog can misidentify the behaviour, e.g. dog does a down, you get your treat by which time the dog has moved its head, you treat so what you are treating is the movement of the head not the down - result confusion.
Another advantage of the clicker is that it can be easily used by other people and the idea is very easily understood by children.
However the click does not produce the behaviour, i.e. you do not click to make the dog go into a down. At the same time you do not use a verbal command either because dogs don't speak english! Dogs only understand commands AFTER they have been trained to them, they cannot be trained to do things by talking to them as if they understood english. So, for example to teach a sit, you take a treat put it at the level of the dog's nose and lift your hand so as they dog follows the treat his bum hits the floor (you are luring the dog into the position), you now have the behaviour, you click to mark it, and reward with a treat. Repeat 3 times, rewarding each time, then wait...behaviour that is rewarded is likely to be repeated so by now chances are the dog will offer a sit all by himself, so you click and treat again. A few days/weeks down the line when you are getting a reliable sit you can start adding hand and verbal cues for the behaviour, i.e. as the dog goes to sit you say 'sit', but since you get what you name, you only want to say 'sit' when the dog is about to do it anyway (otherwise you can end up saying ' sit, sit, sit SIT GO ON SIT SIT SIT' and getting nothing). Now you are associating the word with the behaviour, when that is established you have a line of communication set up with the dog so that you say sit and he understands what you want.
A great book on clicker training is "Go Click!" by Elizabeth Kershaw, but it would also be good to go to classes where someone can walk you through the basic principles and exercises, if you are interested in this method of training.
I am not very familiar with whistle training, but as far as I understand it the whistle is a command which works very well with some dogs because it attracts their attention. So you whistle and they are likely to turn around and look at you or even come back to you because the noise is interesting.