Does it idle fine? What kind of intake? Pre-turbo, full intercooler set-up? What kind and size exhaust? Full exhaust or downpipe back?
The engine needs to be under load to make boost so poking around under the hood with the engine running won't get you much. Remove the intake Y-Pipe from the turbo and intake plenums by first loosening the plenum boots and walking them up the Y-Pipe then remove from turbo. Look for any oil coming from the turbo outlet. The boots need to be clean and smooth on the inside as well as very flexible (not stretchy -> just flexible) and not dry. At the top there should be an O-Ring between the Y-Pipe and Turbo. Same thing, smooth, flexible, not dry, and with no cuts. Reach into the compressor and check for play on the wheel (fan looking thing). It should free spin with no effort on it. Try to move it in all directions (up, down, left, right, in,out). Wheel should be tight, any play and especially oil is a deteriorating turbo transfer shaft bushing/bearing. Should check the turbine side as well. Is the compressor wheel chipped or in anyway "damaged" looking?
All good? Move to the Plenums and inspect ALL THE WAY AROUND THEM for gasket materiel that looks "pushed out" from between the plenum and head mating surface. Now look at the passenger side plenum and see the 1/4" ID rubber hose that runs from the Passenger plenum to the passenger side of the firewall. Take it off carefully and inspect the same as the boots: flexible, smooth, not dry, no cracks.
Still good? Dump the fuel out of the bowl. Replace fuel filter and clean out the inside of the bowl. Inspect and clean the FPR screen. hand fill the bowl back up before closing the lid. Test fuel pressure while running. Will need to make a gauge with a short hose rated for fuel 1/4"ntp female on one side and what ever adapter that is needed to fit a fluid filled pressure gauge (0-100PSI) that you can get cheap. Remove the schrader stop **** from the valve and CAREFULLY tighten the set-up on the schrader valve on the fuel bowl. with the engine running carefully spin off the gauge from the line just enough to purge as much air out of the line as you can to get the best reading that you can. What does it say idling?
Still good? Now we are looking for high pressure oiling issues...