I have a 85 300cd How do I check to see if I have boost to the anaroid and what tools do I need? Also,is compression best tested by removing glow plugs or injectors?

You will need to fabricate a tee, and install this on the air inlet of the aneroid. You'll also need a manomater (ideally, because it compensates for altitude / atmospheric pressure), or a 0 to 30 psi pressure gauge at least. Hook up gage to the tee, using a 1/8 to 1/4 ID hose (smaller ID is better), and temporarily mount gauge on your dashboard. Test drive your car on a chassis dyno. If a dyno is not available, drive your car on a long uphill. You will notice that boost increses as load increases (more noticeable on an gear up-shift). I don't know the boost specs, but it would probably be available from MB. Personally though, I'd be looking for 10 to 13 psi.

You can use either the injector hole or the glow plug hole to test compression. It does not matter. One thing though, be sure that the the injector is not supplying fuel to the cylinder you're testing.

At shop we check boost at aneroid by "T" ing into that connection. Using a 6ft hose into the car & watching for 12lbs of boost.
Checking compression is just a bit easier at injectors, both require special adaptors.
Through the injectors you will need fuel lines & seals.