On this page of our guide to BioShock Infinite you will find the third part of a detailed walkthrough of Chapter 39 - Command Deck. The last part of this mission consists in ordering Songbird to destroy the Siphon..
You will be able to give the last command to Songbird only after the main battle is over. That is, after you have destroyed the enemy airships and successfully protected the generator on board the Comstock airship from being destroyed.
Join Elizabeth (she can be found close to the zeppelin's beak) and take the whistle from her to end this chapter and to proceed to the epilogue.