"Come" is a vital command to teach any dog, but if your buddy was bred for racing, and can run at top speeds when he wants to, "Come" is even more vital for him. Because your pup is probably prey driven like most sighthounds, and because he is fast, it is extremely important for him to recall when you tell him to. This command more than any other single command might one day save his life. Because your pup will be rewarded for running to you, he will probably enjoy learning it too.
Because your Whippet is prey driven it is extremely important to practice his recall around lots of distractions after he has reliably learned it in a calm location. Whether or not your pup can ever be trusted completely off leash will also depend on your specific dog. Some Whippets can learn to reliably come back when called even in the midst of chasing something. Others will always need a fence or a leash in order to remain safe, and that dog's recall is simply for emergency situations, not off-leash hiking.
Don't be afraid to act silly with your dog. Acting goofy when you call him while teaching this will encourage your pup to come to you and will make the training more fun for him. You might even discover yourself having a better time too because of it.
When you are using long leashes, start off by calling your dog to you when he is only about ten feet away from you. As he improves you can add more slack to the leash. It can be a bit tricky to handle the slack in the leash, call your dog, and get all of the timing correct at the same time at first. Do not be discouraged though. Like anything, it takes practice. Simply view it as a learning opportunity for yourself, and enjoy learning together with your dog. Before long your timing, multi-tasking skills will be wonderful, and your pup's "Come" will be great too.
When you call your dog, try to call him before the leash is completely tight, so that he feels like he is off-leash and so that he does not get jerked by the leash when he hits the end of it. When he masters coming while on a twenty or thirty-foot leash, then you can move onto a lightweight fifty-foot leash if you wish to improve his skills even more. The fifty-foot leash better mimics the feeling of being off-leash because of how far away you can get from your dog before calling him, and because it is lighter weight and easier for him to forget that he is wearing it. Do not start off with a fifty-foot leash though, unless you plan to only use half of its length at first. If your dog takes off with the full fifty-foot length behind him before he learns that he is still attached to a leash and before he learns to come back when you call him, then he is more likely to hit the end of the leash and get hurt. This is also the reason why you should use a padded back clip harness while teaching this on a long leash. A padded back clip harness is a lot safer than a front clip harness or a collar if he takes off and hits the end of the leash.
If you are using 'The Run Away Method' then you will also need one of your dog's favorite toys. If you are using 'The Run Away Method' or 'The Round Robin Method' then you will also need a calm, spacious, safely enclosed space, such as a fenced-in yard. You might also need a padded back clip harness and a thirty or fifty-foot leash, to practice the command in more distracting locations if those locations are not safely enclosed also. If you are using 'The Reel In Method' then you will also need a twenty-foot leash, a lightweight fifty-foot leash, a padded back clip harness that fits your dog properly, and a calm, spacious location to practice this in. If you are using 'The Round Robin Method' then you will need at least one assistant but more than one is even better.
For all of the methods. you will need various locations where you can practice your pup's recall around distractions in a safely enclosed area or on a long leash. You will also need a great sense of humor, enthusiasm, excitement, and lots of verbal praise when your pup gets the command right.