WARNING: This instrument is NOT easy to play. The principle is the same as blowing a flute or a bottle. You need to experiment with different angles and lips shape (embouchure). Those with experience of playing top-blown flute would find it slightly easier. It looks similar to the Japanese tsuchibue or South American ocarina, but ocarina has a whistle on top that makes it easier to make a sound. You are recommended to print an ocarina instead if you can't make a sound with a glass bottle.
Print quality also affects the result. If there are a lot of threads in the middle, that will block the air flow and stop the sound. I've printed four of them myself and only three of them gives a good sound. It is recommended to try the 6cm version first.
This is an ancient Chinese musical instrument called xun. Archeological findings of the instrument dates back to bronze or late stone age. Wikipedia has a description of its history:
This instrument is blown at the top like you blow a flute or shakuhachi. Hold the egg vertically and place your lower lips on the edge of the top hole. Make a small round hole in the middle of your lips and the blowing angle is at around 45 degrees. The pitch can be controlled by opening the fingerholes. The 6cm smaller version has a higher pitch and contains 6 fingerholes. The 8cm version has a slightly lower pitch and contains 8 fingerholes. This might help about how to get the right lips shape to blow it:
Here is a video showing an earlier version of it: