A turbo is on most diesels to help the pressure in the cylinder. There are naturally aspirated (non turbo) diesels out there but they are limited by how much air they can pull in. The only things a turbo does is that it helps increase the pressure in the cylinder which then allows more fuel because there is more air (via the pressure from the turbo) so naturally more fuel is needed to maintain the proper ratios. This is true for gas and diesel engines. Gas engines usually run well at lower pressures (non Turbo/naturally aspirated) because they have an ignition source (spark plugs) where diesels (a more stable fuel with a different flash point) use pressure / heat / timed fuel injection to go "bang".
EGR (Exhaust Gas recycling) was introduces on diesels in the mid 2000's as a way of filling some of the space in the cylinder space with inert gas (does not burn/no air) to maintain pressure. Because some of the space is used there is less room for the fuel/air mixture. Now the engine uses less fuel/air per stroke. Less air because of the EGR means the fuel air mixture takes less fuel) this also helps keeps the cylinder temps down as it burns a little less fuel per stroke. Lower cylinder temps help keep the engine from producing some of the emission problems that form with high cylinder temps, specifically NOX. This introduces another concern.
Now many feel that feeding an engine (specifically diesels) being fed it's own exhaust is not just inert gas but also soot etc. as a diesel is not know to burn cleanly - simply put - there is soot in the exhaust.
Take the Emissions off and increase pressure (also fuel) with no EGR you are now feeding an engine clean air and ,some say, making each power stroke have a full fuel/air mixture makes engine run better/as designed etc. (this is part of why Cummins went from a 5.9 to the 6.7 but that is a totally different discussion) Now there is the possibility of raising or exceeding the safe limits of EGTs (Exhaust Ga Temp) which can be a very bad thing.
I am not going to get into why a turbo charged engine has an intercooler but in general cool in the combustion chamber does not cool an engine.
Tuners on the engine gives the tuner or owner control of many parameters of how an engine runs so it is often recommended that if you change the stock parameters you get gauges of some type to monitor you engine to help prevent some obviously expensive problems.
I hope the OP will take a some time to do some more research.
good luck