To break it down further, it is pronounced as "wayl." The /w/ sound is similar to the sound you make when blowing out a candle. The /eɪ/ sound is a diphthong, combining the sounds of /e/ and /ɪ/. It can be compared to the sound in the words "pay" or "say." Lastly, the /l/ sound is a relatively simple sound made by placing the tip of your tongue against the alveolar ridge and releasing air.
So, when pronouncing "whale" in English, you would say it as "wayl," with a long "ay" sound.