If you took the oil cap off while the engine is running then yes there is crank case pressures. This is normal and this is why there are 3 or more crank case and valve cover vents.
The loud whistle could be a lot of things. Turbo going bad, air filter issue, boost leak, etc.
I doubt it is related to the oil cap unless you left off or forgot the rubber oring around the cap, even that would not cause and loud whistle I think.