The turbo will be close to the engine, immediately after the exhaust manifold.
To check for air leaks, do the whole thing. Start at the air filter, and follow the air path from that, to the turbo. Then from the turbo, follow the intake tubing to the inlet manifold, possibly via an intercooler. Ensure all hoses and pipes are in good condition, beware, small cracks can hide well, but are rare. Check all connections are fitted properly, and tight, but don't overtighten and distort anything.