SigJenny is an audio signal generator because it generates frequencies in the audio range.  What's "frequency"?  When one of those beat up hatchbacks passes going Thump Thump we call that bass (well sort of:).  When the baby lets off one of those high pitched squeals that makes the dog look up we call that painful.  The bass Thump is LOW in frequency and the baby squeal is HIGH in frequency.  The unit of frequency is the hertz (abbreviation Hz).  Human hearing is nominally in the range 20Hz-20,000Hz.  The range is nominal because it varies from person to person and anyway has been conveniently rounded.  At the lower frequencies you feel rather than hear and at the top what you can hear will depend on how old you are and how much time you've spent at rock concerts.

If you're putting SigJenny through a speaker posh enough to have a tweeter and the frequency is high enough that you can't hear anything BE WARNED; if the level is high enough you may be frying the tweeter's coil.