If alternator or power steering or pulley is making a whining sound what might be reason & how urgent to tend to?

and if any one of the pulleys freezes up and breaks the belt, is it best to pull immediately over and call a tow truck? will it cause water pump failure too? (especially if one is connected to same belt as water pump pulley?) why some say it is okay to drive home if can and others say to immediately pull over and call a tow truck?