Although major keys share their key signatures with minor keys, there are subtle differences.

For example, C major is

C D E F G A B C

but A minor (harmonic) is

A B C D E F G# A

and A minor (melodic) is

A B C D E F# G# A G F E D C B A
(different ascending and descending).

This isn't too much of a problem because folk music tends not to follow 'classical' key theory, it tends to be 'modal', so you don't necessarily need to worry about the G# or F#...

It's better to abandon key theory altogether, and see what fits!

I find that using a D whistle to play in Em usually works okay, which means that you'd use your Bb whistle to play in Cm, or possibly an F whistle.

The range of notes in the tune would be the deciding factor - some tunes, such as 'Lannigan's Ball' or 'God Rest Ye merry, Gentlemen', can be easily played in Em on a D whistle, as the lowest note would be D.

Email clicky (in case you can use some MIDI files!).