No you odn't have to remove your turbo form the car, that would be terrible and wouldn't test your system. That is just my old IS20 i had lying around so figured hey let me test something.
Basically what you do is you disconnect your turbo inlet pipe, put this on instead, hook up to an air compressor and slowly ramp up the psi, close the valve on your air compressor to stop the air coming in once you hit your desire level (in my case 30 psi).
Basically if the psi on your gauge drops fast, you have a leak, if it loses less than 1 psi a second you should be good.