I take zero credit for the guide full credit goes to Khaos of x360a.org
You can use your whip by pressing B when playing as Indiana Jones. Face the woman, and use your whip to pull them to you and kiss them. This can be done in any mode, and is easiest done with 2 controllers, that way you can control the girls so that they don't wander.
Marion first appears in the level "Into the Mountains."
Willie first appears in the level "Shanghai Showdown."
Elsa first appears in the level "The Hunt for Sir Richard."