You should've thought to check the engine light before you bought the car, and before you spent money on modifications.
That's neither here nor there. Can you take a large picture of the passenger side of the engine bay for me? Especially of the turbo if you can.
It sounds to me like the person who previously had the car may have removed a manual boost controller that was in it, and just put a plastic connector where the boost controller was. Wouldn't be the first time.