Sounds like you're not making boost. How many miles on this thing, and have you had it scanned for codes?
Simple things first - what shape is the air filter in?
I don't know this engine at all, but if there's a vacuum or electrical connection to the turbo it's probably a VNT (Variable-Nozzle Turbo, also known as Variable-Geometry Turbo) like on my VW TDI.
if there's a vacuum line running to the turbo (not to be confused with the oil feed/return line), read on for some ideas:
If the turbo has a vacuum line hooked to it, the ECU is using engine vacuum to change the angle of the vanes on the exhaust side of the turbo to change boost, by way of the vacuum moving a linkage on the turbo.
If you hook a hand-operated vac pump (google "mityvac" for an example) to that vac line in place of wherever it goes normally and pump it while watching the linkage, you can see if it moves. If it doesn't move at all and the gauge on the mityvac doesn't build any vac, then your actuator or the line to it is probably shot (often the actuator can be replaced by itself, but it does depend on the exact turbo). The factory shop manual should have information on how much vacuum at which you should see the actuator linkage start and stop moving.
if you do build vac and don't see the linkage moving, then the VNT mechanism in the turbo could be gummed up (usually, this happens if you drive too easy too often) with soot. Sometimes you can clear that with the so-called "italian tuneup" (full-throttle run to redline), but before you do that, 8Mud made a very important point about the intercooler/boost piping:
If there's more than a couple ounces of oil in the intercooler/boost piping, the seals in the turbo are probably shot, and it's not safe for the engine to be driven that way - if you get on it hard and it sucks that oil into the engine, you're looking at a runaway condition that could just bend rods or even hydrolock the whole thing. Have you noticed any extra oil consumption of late?
Now, if there's no major oil in the intercooler/pipes and the turbo actuator checks out, the next thing is to see if the vacuum system in general has any leaks. Depending on age/mileage, it might be worth buying hose and just refreshing all the vac lines.
That's probably enough to digest for now, hopefully this will give you some stuff to look at to help narrow down your focus.