By using the whisper feature, the Supervisor can talk with the agent without being heard by the other person on the line.
In order to Whisper into a call, you need to be an admin and then access the Live Calls area by going to CallCenterPro -> Live Calls
From here you can use the Feature by clicking the Whisper button near the call that you want to whisper to.
While whispering you have the option to Barge in the call, so you are heard by everybody.
To stop and exit the call simply click the red Exit button