In the Arena, Rue uses her song to signal Katniss (and for Katniss to signal her) once they have executed their part of the plan.
In The Hunger Games movie, Rue sings the four notes to Katniss, who then whistles a different four-note melody back to Rue.
During the Victory Tour an old man whistles Rue's song to honor her. After the event, he was shot in the back of the head on the steps of the district building, along with two other people, in front of the crowd. This was also a prearranged signal for District 11 to perform District 12's honorary salute.