It's a big seashell, a conch. They make a sort of bugle out of it to call the faithful to the houmfort.
6 seconds sound clip from the I Walked with a Zombie movie soundboard.
You can hear this line at 00:26:28.365 in the Blu-ray version of the movie.
Quote context
[...]
- I'm afraid the decanter will have to stay where it is.
- Bayard told me they were going to ask Damballah for rain.
- The fields are as dry as dust.
- But what is it, Mr. Holland?
- But I don't know what a houmfort is or a Damballah.
- It's voodoo. The houmfort is the temple.
- And Damballah is one of the gods, the big papa god.
- You don't seem very disturbed by it. I thought voodoo was something everyone was frightened of.
- I am afraid it's not very frightening. They sing and dance and carry on.
- And then, as I understand it, one of the gods comes down, and speaks through one of the people.
- For some reason, they always pick a night like this. This hot wind even sets me on edge.
[...]