I want to add TURBO to my 1996 Golf III Diesel,

well i have never done it myself. but its going to be alot of hassle.
its not the same as sticking a turbo on a petrol

1 you need a manifold which will suit it
2 for best results you need an exhaust to match
3 you will need to replace the fuel pump. to match the size of your engine (preffrably take the turbo and the fuelpump from the turbo version.
4just as well stick a new timing belt on while the fuel pump is off
then you need to tap into the oil as turbos need a constant oil feed. and that might require drilling and tapping into the block.

this is only an educated guess but im sure its pretty standard in fitting a turbo to a non turbo viehical.