The wastegate is closed untill the desired amount of boost is reached. then the acuator extends and pushes open a door to allow gases to flow around.
On edit: you can take the little hose off that leads to the top of wastegate and hook up a compressor (regulated ~30 psi should do it), apply pressure, and see if it extends or not.
also, you might have a boost leak elsewhere... check the tubes before and after the intercooler.