You are probably driving the motors with insufficient current. Try increasing the motor current, by adjusting the potentiometer on the respective stepper driver. Turn it clockwise until your motors stop skipping steps.
I have an HE3D Prusa XI3 that I have assembled but the z axis motors aren't functioning properly, they will whine instead of turn. They will turn if I use Z babystepping or position changes but will not when doing a fast position changes or in normal use