On any car if you get a check engine light or other fault light this typically means one or more of the sensors has failed or has a faulty connection.
The fault can be something quite simple and nothing that’s going to stop the car to something quite major that will reduce engine power and possibly stop the engine
The ECU senses this and may put the car into 'limp home' mode which typically limits the revs and the amount of power available. Usually the car is safe to drive for a short distance as the mode is intended is intended to get you home without incurring any engine damage
The quickest route to repair is to have the car plugged into a diagnostic machine which will read off the fault code stored in the ECU (providing the light is still on at this point) and indicate which sensor has failed or whether the fault is more serious.
I'd say its also worth doing some basic checks
I'd first check all the high pressure hoses post turbo/s for any split hoses or cracked metal pipes, also check the ends of the intercooler as its not unheard of to pop the end caps off under high boost.
If this is OK then check the small vacuum lines to the turbo and its connected control solenoid on the bulkhead, any cracks or leaks can give turbo issues
Also have a feel around with your bare hands with the engine running to see if you can feel any escaping gas under your touch. Another method is to use a soap and water solution sprayed onto any suspect areas - if there's a leak it'll bubble up with the engine running
Also check that the vacuum hose running to the dump / turbo bypass valve is intact with no leaks as if the dump valve is opening prematurely you'll be losing all your boost
If this is OK then remove the high pressure intake hose after the turbo and have a feel of the turbine wheel - there should be no play radially at all - but a little bit of axial / end to end float is normal