Keyless flutes hold an important place in modern folk and Irish music but they first appeared about 9000 years ago. Excavations at the early Neolithic site of Jiahu1,2 in Henan Province, China have produced examples of playable instruments these flutes are made of Red-Crowned Crane wing bones they appear to be end blown instruments with between 5 and 8 tone holes.
The Kena flute of South America is also an end blown flute and fits into the history of keyless flutes. Ancient tombs have yielded flutes and other musical artefacts; many ceramic jars found in ancient tombs depict musical instruments being used in various contexts, including shamanism, hunting and dancing.
The penny whistle has been found to be part of numerous cultures throughout the world and is probably the best known of the keyless flutes. Whistles costing a good bit more than a penny feature in much of our modern music and are in great demand for setting scenes in movies.
Medieval flutes were certainly keyless flutes and are thought to have been parallel bored instruments with large outer diameters and therefore, maybe, large bores. They are always depicted as having decorative rings above and below the embouchure and also near the foot. It is still a matter of debate as to weather these markings were just decoration possibly burned on while mounted in the lathe or weather they were actually bindings to stop the instrument cracking. It is not likely that they are repairs as they are nearly always shown in the same position on the instrument.
Some of the most sophisticated keyless flutes were made in Italy during the renaissance period. These instruments demonstrate an extraordinary level of skill in their makers but even more so they demand a very high level of playing competence. In the right hands the Renaissance flute has probably the widest range and tonal variation of any keyless flute.
Baroque flutes while not keyless in themselves, they have one key to produce the Eb note which can not be produced by cross fingering, provide the link between the parallel bored renaissance instrument and today's keyless flute popularised by folk and Irish musicians with its tapered bore.
Unlike violin, guitar, etc. the penny whistle needs air. Wind players must breathe within a tune, it is essential that the breath control becomes efficient and relaxed while playing. Some basic tips are to breathe from the abdomen and as you play keep a clear wind way from your stomach up through the throat and out into the whistle. There are various exercises for breath control such as yoga breathing. I would say just practice deep breathing making sure the entire capacity of the lungs are used. As well as helping the tone and control of the whistle there are also health benefits!.
The manufacturing of keys is done in several ways. Earlier flutes such as those from the Baroque were fitted with keys cut from sheet metal and furnished with a soldered on block to accept the drilling for the trunnion. Later instruments had hand forged keys made using the techniques of the silversmith and cheaper instruments use cast copies of those hand made keys. My own instruments are equipped with keys , hand made from solid brass components silver soldered together and then polished and plated with pure silver. These keys are then block mounted in brass lined blocks and fitted over tone holes which also have a brass liner specially shaped to reduce acoustic impedance which gives a louder and clearer sound than the older instruments drilled and counter faced tone holes. This system also gives a much longer lasting sealing surface for the pads than the original ones which were prone to leak due to chipping or cracking of the sealing edge.