This whistle came from a separate mailing. It's like every train whistle ever, but with the Spirit Tracks logo on it! Helpfully, it's also labeled "TRAIN WHISTLE" in case you see a weird wooden block in your house and don't know what it is.
The treasure chest was equipped with a speaker to play, of course, the trademark jingle from the game. Which it did, the twelfth time or so that I opened the thing. Also, that confetti stuff left green dust all over the game, my hands, and my desk.