Whales breathe through the blowhole. 
Step-by-step explanation:
Whales are mammals and the main organ of their respiratory system is lungs. Like other aquatic organisms like fishes they cannot use the dissolved oxygen in the water to breath. So they have to come to the surface of water to take in atmospheric air. 
When it comes to the ocean surface to breath in it releases warm air through its nostrills. This blown out air can cause a water spray called a blow. After breathing in fresh air the whales dive down into the ocean and the blowhole closes.