Your turbo will be fine, unless you hit it with extremely cold water immediately after running the car pretty hard. Metal parts generally don't take kindly to extreme temperature fluctuations. Your intercooler will be ok if you clean it from a short distance - just don't get really close to the fins with a super high pressure water stream because they bend easily. Just remember, it gets hit by rain when you drive it on the highway, so you probably don't want to hit it much harder than that.
Before you pressure wash your engine though, you might want to try just washing it with regular car wash soap and water first. You could probably use a mild degreaser if things are really grimy.
I clean my engine once in a while. Here are some tips:
I always cover my air intake with a plastic bag and a rubber band.
I also make sure the engine has been off for a while and is cool to the touch before I spray it with relatively cool, but super high quality garden hose water
I also try to avoid getting water in or around the alternator as well as the fuse box area, but I usually end up soaking everything... so far, I haven't had any issues.
I also try to make sure to do it on a relatively warm day so the water will evaporate a little quicker and I let the car sit for a bit before I try to turn it on. The belts usually squeal for a second at first, but then everything sounds normal.
As a last step, I spray almost everything with a quick detailer spray and wipe it off with a microfiber rag to get rid of most of the water spots.