Yes, a nice air whistle sound, just like the R-1s. That’s a must buy set (the R-1s) if you can get it, just like the ones in the transit museum. The model has nicely detailed interiors with figures. The R-40s would be the next must buy set for me. They also have exquisite interior details - even individual metal hand grabs just Like in the real train.
If you’re looking for a subway, other than the Yankees set, that has a yankee stadium stop, you want the R-62. It’s a 4 train and it has it. Same caveat - mine is a PS-2. I would think it would be the same for the ps-3, but I can’t confirm. Good luck on your acquisitions.