When I was little my dad used to refer to a kazoo as a "Tommy Talker", which pretty much describes how you produce a sound. You talk down it and it rattles. You sing down it and it rattles musically.
You use the large end to get as much air vibrating as possible.
You sound you produce (without the kazoo attached) needs to be fairly loud or the kazoo will not vibrate enough for the correct effect.

The Yorkshire Mudcat gatherings have featured the Selby Kazoo Orchestra, which led to my construction of a bass kazoo from miscellaneous items of plumbing.
Bass Kazoo - a la Duck
I have since added the flush from an old toilet cistern, which looks like a Sax bell end and also provides an interesting "wah-wah pedal" effect.

Quack!
GtD.