A 0.4bar turbo works fine with stock internals and is a nice upgrade in power - it takes a 2.0TS from ~150HP to ~200HP
Well for a turbo application you will need a new exhaust manifold, (maybe even complete new exhaust). The turbo itself can be anywhere between cheap (2nd hand 1.9L diesel turbo) and expensive (Garret ball bearing turbo) to ridiculous (Borg Warner EFR). You will need an Front Mount Intercooler. You will need some oil feed to the turbo and most probably water cooling. You will need a blow-off valve to protect your throttle and turbo from surge.
You get quite a bit more air because of turbo, so you will have to get more fuel than what the stock injectors can ever give - here are 2 options:
1: Replace current 4 injectors with bigger injectors, so injection timing is still within the ECU's reach...
2: Add 2 medium sized injectors with a stand-alone small ECU to only inject when you drive the car IN-BOOST
Option 2 is easier to tune and cheaper on fuel if your drive OFF-BOOST
I suggest you keep the stock ECU - and that means keeping the MAF sensor on the intake side, not boost side and recirculate the blow off to the intake (after MAF) - So it is:
Air filter -> MAF -> Blow-off recirculate in -> Turbo compressor -> Blow-off valve through -> throttle -> normal intake manifold -> engine
Generally the fuel pump will be able to provide enough flow in a low boost application like 0.4bar, but any higher and you might need a bigger pump.