Hello, I hope the following assists you.
From the description you've given this is due to a split turbo system hose. The noise you hear is the boost pressure escaping through the hole/split, the engine warning light comes on as the engine management detects the reduced boost pressure.
The most common point for the turbo system to leak from is the small rubber elbow joint that goes onto the inlet manifold, this usually splits underneath. Check all the turbo pipe work including the intercooler, look for signs of oil that would indicate a split, you may need a mirror to inspect the underneath of the small elbow or you can feel the underside of the pipe.
Once the split pipe is replaced the engine systems warning shouldn't show any more but if the amber engine warning light remains on after the repair then the fault code caused by this will need to be deleted from the engine management memory, a diagnostic scan tool is needed for this but any garage can do this so the cost is minimal. If you wanted to do this part of the repair on a DIY basis then a cheap scan tool can be bought from Ebay for around £40.
I hope this helps but if I can assist further let me know and I'll reply as soon as I'm able to.