The turbo spooling up and boost/wastegate sounds will be evident to a tuned ear, but a definite loud whistle/woosh is normally a split in the turbo, pressured charge side somewhere, (turbo, intercooler, EGR, interconnecting pipes, mating surface gaskets).
try as
@Tourershine suggested above, bonnet open with a friend.
with a cold engine (so you dont burn yourself feeling around pipes) in park with handbrake on etc etc, and staying away from any rotating pulleys or belts (saftey first) get the friend to floor the throttle till the revs climb then release,
do this a few times while you listen for the sound in the engine bay, the turbo is at the back but the EGR and charge cooler are round the front,
if there is a leak you will hear it, you will feel it with your hand as warm/hot hot air leaking.
a bit random . . . . . but this guy had a boost pipe leak low dond on the front, you can hear the leak.
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