I did some research and found the play is based on five historical books....

"The Jewish Confederates" by Robert N. Rosen
"American Jewry and the Civil War" by Bertram Korn
"My Bondage and My Freedon" by Frederick Douglas
"The Month That Saved America" by Jay Winik
"Richmond Burning" by Nelson Lankford

The title comes from the story of the play, when one of the main characters, the ex-slave "John", admits he killed "The Whipping Man" by beating him to death the day Richmond fell - when he was being punished by his master the whip broke and he attacked the "The Whipping Man". The other ex-slave "Simon", upon hearing this says.... "You're free now. For the first time in your life, you do have a choice. You had a choice and you made a choice. When you was beating that man to death, you made a choice....You ain't no Jew. You ain't even a man. You just a n***** John."

There is much more this story and the "The Whipping Man" and how it relates to the ex-Confederate and his relation to the ex-slaves. But this is where the title comes from.