You don't have to whistle right into the built-in mic like this student is doing, an external computer microphone will work as well.
The software is very easy to use - it consists of two screens, the first being the "SoundAnalyzer" screen. To use it, simply click on the microphone and analysis begins, capturing whatever sound you are making. Clicking on the microphone again freeezes the waveform you have on screen, and it can be saved by clicking the icon in the top right hand corner.
The scales are adjustable simply by clicking and dragging. Super easy! Note that the lower part of the display provides a bar graph of the frequencies present in the sound. This is wonderful for illustrating the harmonics present in someone's voice or in a particular musical instrument.