I always cap the exhaust and put a cap on the turbo inlet with a air valve/tire valve stem in the cap. Just get pvc pipe and plumbing couplers from lowes or home depo to make up your own.
Make sure to watch the boost gauge so you don't put too much pressure to it. I try not to put more then 5psi to it then I plan on runing. You will be surprised at where you find leaks some times. bov, or waste gate not seating correctly, couplers not seating or sealing correctly, boost controllers or boost control solenoids not installed correctly, etc. It can definatly help some times if you have a decent sized leak. a decent leak will overspool the turbo increasing intake temps as the turbo tries to get to the set boost level. If you have a decent leak it may take a friend holding the air hose to the valve stem while you try to find the leak by feel or spraying it down with soap and bubbles.