how to measure power of a sound wave produced by a whistle?
Acoustic impedance is the key factor in all of this. 

It is approximately 410 pascal-seconds per metre ( or N-s/m\$^3\$)at 25 deg C.

So if you have an SPL of 94 dB (1 pascal), there is a a power associated with it of 1\$^2\$/410 = 0.0024 watts per square metre. This is quite a handy diagram: -



Taken from here

It's just like electrical power = V\$^2\$/R


  I have no idea how to measure the power associated with it.


So, measure the SPL and estimate the total surface area that this SPL is being projected onto from the point source. If you estimate 100 sq metres then total power emanating from the source is 0.24 watts.

It doesn't matter how far from the source you are - the SPL will reduce but the surface area will increase and you will still be able to calculate the power at the equivalent point source.

It's also very similar to EM waves. If the electric field (E) is 1 volt/metre, the power (watts per metre) is E\$^2\$/Z where Z is the impedance of free space (approximately 377 ohms). So 1V/m implies an RF power of 0.0026 watts per square metre.