Boost noise after boost being built

I have a 2001 Golf I picked up. The car had just under 200,000. Since I have picked it up I put it on a lift checked everything out. Oil in the intercooler. Not a tablespoon either. So I ordered a new one. Took off the piping and cleaned it out and put the new intercooler on. I'm thinking the bastard blew the previous turbo and didn't clean the intercooler and just left it full of oil/shavings. Now I can be wrong, I am still new to this. But that being said I did cat delete and full 2.5in straight pipe. My buddy that has a Jetta with the same exhaust and same ALH motor. You can hear the vanes open on his turbo and the release like kind of like a BOV or the turbo back spinning on your boosted gassers. I don't even know what it's called.(what's that noise called?) I don't know what I'm pushing for boost yet. My boost gauge is on its way. That turbo actuator works. Checked that already. I want to do a vacuum test soon. To see if I'm leaking. But it builds boost, throws no codes, and never in limp mode.
Now back to my main question. What or why wouldn't mine make that noise after releasing boost?

something's wrong with your buddies car ... and this is the wrong forum, you should ask in mkiv ve and pd ... this is conversions forum where folks share info on swapping tdi engines into places they don't belong