They can emit noise but that is usually in the 5 to 10 milliseconds before the tops dome up and the thing craps out.
I'm at a loss to explain how a cap could "whine".
One of the Caps on my motherboard whines when I overclock the proccesor.
Re: whining caps.
Back in the days of foil and paper capacitors it was not uncommon to get a whine when the paper was holed and there was arcing through.