I just won a sig whiskey 3 2-7x32 and know nothing about those. Is this a good optic? How would you compare it to a 3x 9x40?

Trying to see what the best rifle to put it on would be or just sell it?

I've got a SIG Whiskey 3x9 and I kinda like it! I'd try it out first!

what is the big difference in the 3x9x40 and the 2x7x32?

magnification

I've run various maker's 2-7 scopes on everything from a .50 cal muzzleloader to 22 lr to small bore centerfire cartridges and up to 300 Win Mags. I currently have ONE Sig scope - a Whiskey 5 3-15.

Just some basics from my experiences;
2-7 for me, works best on my shorter range rifles such as 358 Win. I'm not going to use it out past 200 -300 yards.
The 2-7, again, for me, will work on pretty much any caliber you have, as long as you understand the limitations of the 7x power and the 32mm objective lens.

Since I haven't owned or experienced the Whiskey 3 series scopes only the Whiskey 5, I'll bow out on optics to those that have run with it some. My experiences with the Whiskey 5 have all been very positive.

I've got one with the illuminated reticle. Seems ok. I think its on par with a Vortex Diamondback or Leupold VX1

I used to think a 2-7x was plenty for anything. My thinking has changed. I would now only mount a 2-7x on a short range rifle as mentioned above. Scope weights have gone way down so even for mountain rifles the difference between a 2-7 x 32 and a 4-14 x 40/42 is just a few ounces nowadays.

I can't abide 50mm or bigger scopes for a lot of reasons.

2-7 can be a pretty versatile scope. Especially for wooded areas or moving targets like hogs or coyote. Big difference in 2-7x32 and 3-9x40 is the magnification and some on the length and weight. The 2-7 will give you a larger field of view and the 3-9 will help you see a little better at distance. The 2-7 you can usually mount lower due to the smaller front lens. I would give the scope a shot before moving it. Hope you enjoy it!