The Farish "Castle" class steam locomotives are designed for sound installation. I (inadvertently) have two "Castles"; this one has been renumbered 5011, "Tintagel Castle".
I have sound decoders from Youchoos; they come with the sound files already loaded. Their guide for this install YouChoos N Scale Castle is simple and complete.
In this model, all the decoder and sound installation is in the tender. There is a space for a 15x11mm speaker; Youchoos supply one with a self-adhesive gasket.
The decoder is a Zimo MS581 which has built-in "keepalive" capacitors. It is a Next18 decoder, with a simple plug onto the Farish-supplied PCB - so why you have to remove the PCB in the tender first to solder the speaker wires to the underside is anyone's guess but never mind!
Once in the loco number is set in the conventional manner, and the loco is ready to go. It has good reliable pickup from all axles. The sounds really do bring life to the railway. My ambition is that "human" train drivers will drive steam excursion trains round the railway, with other traffic running under computer control in the background; the ability to whistle should add some entertainment!
My other Castle has an older MX658 decoder, but the process was identical. The MX series seems to have been superceded by the MS series; the MS581 is near identical in size to the older MX658.