In case you haven't had a diesel before, sorry if it's something you know:
The "choke" is actually the cold-start advance. Pull it out first, then turn the key to on, and check that the yellow glowplug light in the dash comes on. It will stay on for as much as 60 seconds; wait for it to turn off, then crank the engine. If it doesn't start after 15 seconds, then start over.
What color is the smoke you get when starting? Does the engine chug and shudder when it first fires? Does it run smoothly after 15-30 seconds? You'll need to describe the hard-start better for diagnosis.
To test glowplugs:
If you remove the hard lines from the injectors the plugs will be easier to get to. Take off the glowplug bus, that's the long piece of copper running between all plugs. Using an ohmeter test each plug by putting one end on the cylinder head and the other on the end of the plug. You should get near-zero resistance. If any plug shows infinite resistance it's dead.
If you replace a plug be sure you get a slow type. Better yet, just get 4 fast glowplugs and a new fast relay and replace it all.
Leaking pipe:
The tube going to the air cleaner is the positive crankcase vent (PCV). It's perfectly normal for a little oil to be getting into the intake manifold. Don't worry, if any gets sucked into the chamber it'll just get burned without doing any harm. If it's leaking at the valve cover clean the area of contact and tighten the clamp down tight.