The three turbo control hoses are labeled R, W and C (they're stamped into the stock hoses).  The ones in the picture are red for R, white for W and blue for C (colored vacuum hoses are courtesy of  Hose Techniques).   W stands for "wastegate" and connects to the wastegate actuator, below the turbo.  C stands for "charge" and connects to the output side of the turbo (the "charged" or compressed air), on the underside of the turbo.  R (stands for "reference", maybe?) connects to the inlet side of the turbo, on the top.  The turbo control solenoid is electrically controlled by the APC (Automatic Power Control) unit (APC, APC/DI or Trionic, depending on the year).  Essentially, the function of the solenoid is to route turbo pressurized air to the wastegate actuator when the APC signal says the turbocharging pressure needs to be reduced (due to engine knocking or maximum pressure limits).

The photo at right shows the R hose connection, looking directly down at the top of the turbo and the rubber intake duct.  Note that the W and C hoses continue underneath the turbo. 

 

The photos below show the wastegate and the W (white) and C (blue) turbo control connections (the orange hose is the vacuum control for the turbo bypass valve).  These pics are looking up from underneath the car.  The left-most photo shows the C  hose connection at the turbo, in detail.  This is the pressurized turbo air that goes to the wastegate control solenoid.  In the center photo, the turbo is on the right and the big black hose is the intake duct that comes from the air cleaner.  The W hose (which comes from the output of the turbo control solenoid) connects to the wastegate actuator.  The right-most photo is of the wastegate actuator and the adjustable rod that connects to the wastegate.  When pressurized air is routed to the wastegate actuator, it pushes on a diaphragm, which pushes the rod to the right.  That action rotates the wastegate valve open.  When the wastegate opens, exhaust (that would otherwise go to spin the turbo faster) is vented directly out to the exhaust pipe, effectively bypassing the turbocharger.  This limits the speed of the turbine, which limits the boost pressure.