The turbo light should only come on like the other guy said, when the engine is off but the key is in on. And, like he said, the light will light up when the wastegate closes and the engine is receiving boost from the turbo. In addition, the wastegate will not close if the engine isn't under any kind of load. If you are sitting still and just rev the engine up, the wastegate should not close. Mine, doesn't even open up until I punch it in 3rd and sometimes if I punch it hard in 2nd. The last thing is that your engine can still run without the turbo being operational, but if your turbo is in fact messed up, and you are driving it, as soon as the wastegate closes your engine will run rough because the turbo is no longer boosting, its essentially slowing down the air flow even more than stock natural aspiration. Hope that helped.

Jacob