Short answer
Watch for 12-24 hours. Plain whey alone rarely causes issues, but check if the powder contains xylitol — that needs immediate vet care. Look for vomiting, diarrhea, or restlessness. If those appear or the dog acts off, call your vet. Otherwise just skip treats and offer water.
Whey — Food safety facts
Feed with care · Dogs · full breakdown on the linked food page
Plain whey protein is not toxic, but most powders are sweetened — check for xylitol.
The full verdict, portion guidance and serving notes are collected on the Whey food facts page.