When Marlow's steamer is attacked by natives, his men try to drive them away by  firing into the brush with their guns. However, since they cannot see their attackers, their shots fall short or don't connect. As a last resort, Marlow blows the steam whistle:

With one hand I felt above my head for the line of the steam whistle, and jerked out screech after screech hurriedly. The tumult of angry and warlike yells was checked instantly, and then from the depths of the woods went out such a tremulous and prolonged wail of mournful fear and utter despair...
(Conrad, Heart of Darkness, eNotes eText)

Marlow's tactic plays on the superstition of the natives, who believe that technology is some form of magic. The steam whistle is louder than any natural sound, and so it strikes more fear into their hearts than guns, which they have been exposed to in the past. Guns, they know, fire bullets which can miss; the whistle, however, is someting beyond their understanding, and so it serves to scare them away. This tactic is later confirmed by the Russian.