"Whoa!" means "Stop!" or "Slow down!"
Originally, "Whoa!" was a command that people gave to their horses. Not many of us ride horses regularly these days, but we still say "Whoa!" to other people.
For example, you can say this to the driver of a car:
Whoa! Slow down. There's an accident up ahead.
Or if your child has gotten too many cookies, you can tell them:
Whoa! Who told you you could have all those cookies? Put two of them back.