How to polish indentations in soapstone
Personal opinion: it looks good as-is.  The hair gouges stand out, providing good contrast.  If you try to polish the scratches and are successful, it will become just a textured surface that won't have enough gouges to be good-looking hair texture.  Also, the polished snout contrasts with the hair, making it more realistic.  I think trying to polish the hair will degrade the appearance rather than improve it.  But that's just me; it's your pig.  :-)

The closeup pictures in the link show some of the detail in the gouges.  



They look white because the surface of the gouges is very irregular and grainy.  That won't be fixed by buffing, it would require smoothing the surface of each gouge, which would be really difficult and very time consuming.

A more practical approach would be to fill the gouges to create a smooth outer surface on the pig.  If the filler is translucent or a color that contrasts with the stone, the hair lines will be visible, but the surface will look polished.  A material like a hard wax might be good (paraffin or even colored wax pencils used for filling wood scratches).  Apply it as you would if you were filling wood scratches.  You can warm the soapstone with a heat gun on a low setting to melt the wax and it will self-level in the gouges.  When the pig is cold (room temperature), you can buff the surface.