MaineCedes - these folks are right on. A little looking around will go a long way.

Your air cleaner on the passenger side has a 10mm nut on top.
After you lift the cover three more 10mm nuts hold the lower air cleaner
housing to the intake manifold. Do not worry if any of the three rubber
mounts are broken. Not a problem.

Now - at the front are are the U tube spoken of above that goes from the air outlet to the turbo inlet. Below that is a wastegate hose to protect from over boosting. What you are looking for is a nice snug fit and no broken leaking
anything.

Next lesson - at the back of the manifold is a single nut facing backwards. 10mm or 12mm. This holds in what we call a banjo bolt and that bolt has a tube that runs across the engine bay the back of engine on drivers side.
On the drivers side this tube from your intake manifold goes to a small device
on the firewall next to the brake booster , this is a turbo overboost electronic
switch (that I have removed completely). The tube continues to the top of the injection pump and to something round we call the ALDA.

I added the part above to help you become familiar with your new diesel engine. This small line needs to flow boost and also could be squealing out air.

Later we will talk about ALDA's, overboost and other fun stuff.

For now - marvel at the absence of any throttle body and no mechanism that controls how much air goes in to a diesel engine.
Air goes in , through air filter, and straight to intake.
No control over how much air is going in. Significantly different than
a gasoline engine as all RPM in a gas engine is controlled by how much air
we let in.

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80 300D 340K Owned 30 yrs
83 300SD 440K Owned 9 yrs - Daily Driver 150mi/day
02 Z71 Suburban 117,000
15 Toyota Prius 2600 miles
00 Harley Sportster 24k
09 Yamaha R6
03 Ninja 250