Nope, whey is not vegan. It's a dairy product. But you can buy powdered soy protein at Whole Foods, food co-ops, GNC, etc. I've used it in smoothies...makes them very smooth and creamy. Like soy milk, you might have to try a few kinds to see what you like because the various brands all have a different taste. I think some of them come in individual packets so you can try them before committing to a huge can.
BTW, I've been vegan for 15.5 years.