Not true. It has to get its power from somewhere. It does take its power from the motor in the form of increased back pressure. The engine will now find it harder to exhaust the cylinders since the turbo is in the way.
In general though, the parasitic losses caused by the increased back pressure is usually less than the parasitic losses from a belt driven power adder.
The smaller the pulley you put on there, the more parasitic loss you're creating.