A girl makes a noise with musical instruments (5-8)

I believe the answer is:

penny-whistles

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'musical instruments' is the definition.
I don't know anything about this answer so I cannot tell whether it can be defined by this definition.

'a girl makes a noise' is the wordplay.
'a girl' becomes 'penny' (woman's name).
'makes a noise' becomes 'whistles' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'penny'+'whistles'='PENNY-WHISTLES'

'with' is the link.

Can you help me to learn more?

I've seen this clue in The Irish Independent.

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