If so, where is it, and how/what do I check it? Thanks.

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It should and you have to follow the pipes from the turbo and throttle body to it.It is mounted by the radiator and condensor.About the only way to check it besides capping it and pressurizing it is to CAREFULLY have some hold their foot on the brake with e-brake on and push the gas and make the turbo kick in and pressurize the system.Stand to the side incase the car moves foward.Some times I've seen those hoses have holes or they suck closed while in boost.