You don't need to remove the exhaust manifold to work on the HFH. But if you think your exhaust manifold gasket is leaking, then it would be best/easiest to replace it while you have the turbo off.
If you mean " take off the turbo and manifold as one piece"-No.
1st of all, I'm not sure that you could even access all the manifold bolts with the turbo still attached
and 2nd- The manifold and turbo conected would be very heavy and a bitch to handle/remove as one piece.
There are 2 coolant hoses(1 in, 1 out) associated with the turbo that originate and terminate with the water bypass line that runs along the backside if the engine below the exhaust manifold. They can be changed from the top of the engine bay are are fairly accessible.
Oh, and you're welcome...