How turbochargers work?

What is a turbocharger? What does a turbocharger do? The four main components of a turbocharger are explained. The basic concepts of a turbocharger and how the components involved work. The four main components are the turbocharger, the wastegate, the intercooler, and the blow off valve.
NOTE: The exhaust pipe should come out perpendicularly from the exhaust turbine portion of the turbocharger, not vertically down as I have drawn