As cars got alternators instead of generators there was a tendency for the rectifying diodes to sometimes leak (electrically speaking) and that would cause a high-pitched noise like you describe. It would usually be constant but get louder as time went by. Fixing it was fairly simple, either replace the rectifiers or get a new alternator.
Sometimes it can be caused by interference from the high voltage ignition wires, or in the case of our coil-on-plug engines, a wire or wires too close to any one of the coils, or a coil that is damaged or defective. This is usually referred to as RFI - radio frequency interference.
Finally, it could be an electronic module that is suffering a deficiency similar to the rectifier leak above, but not as obvious or easy to fix.
My sister has a '97 Cadillac that would make a noise like that in the right front speaker, but only when it was below about 40 F outside. We searched all over the car and couldn't get it to go away. Then a few months ago she asked me to replace all of her exterior bulbs (one was burned out, the rest were just old). After that her whine disappeared. Her car has a system that alerts her if a bulb is out. All we can assume (not a good way to diagnose, I know!) is that there were possibly some poor connections causing feed-back through the module that monitors them, which in turn bled into the amplifier circuit. Not too sure about it, but seems somewhat logical. Since it's not doing it anymore we're not looking for it, either. (Oh happy day!)
Your system should not make any whining noises like you describe. One of the things we searched for in her car was leaves or other debris in the blades of the HVAC blower. A very small piece of stuff can make an irritating noise until it either wears out or is removed. Other than that I'd suggest you take it to the dealer when it's convenient to you. Just be sure you can reliably reproduce the sound so they don't send it out the door with "Unable to duplicate or diagnose" on the repair order.