hi,firstly welcome to the forum.
The turbo should cut in at 2,500 - 3,000 rpm and when it does you will in deed get a whistleing noise from the turbo its a little similar to the turbine on a jet engine only smaller, and a planes engine is by no means quiet. However there are some issues with the turbos through out the vw range, so much so that vw are,i believe, in legal proceedings with garrett(the company that manufactures the turbos.
If you blip the throttle and you can here this whistle quite predominently below 2,500 rpm then the turbo is excessively noisey and if still in warranty should be replaced- we've done a lot of repalcements becuase of this.
hope this is of help. I f you are still unsure try road testing a couple of others just to compare