Whey is simply the clear liquid that comes off of yogurt or kefir.
For non-dairy versions it can be extracted with the same method. Make sure to find a fully cultured, high quality non-dairy yogurt, such as Nancy's brand, that is full of probiotics. This is especially important with soy. Soy is only safe when it has been fermented.
Directions to obtain whey- Nest a small-medium size bowl beneath a colander. Line the colander with cheesecloth or a coffee filter. Pour 2 cups high quality plain yogurt or kefir into the colander. Allow the yogurt to sit for several hours or in the fridge overnight. What gathers in the bowl beneath the colander is whey. It is full of probiotics and used to inoculate or culture foods. (The yogurt that remains is delicious. It is now considered yogurt cheese, thick and rich.)