You'd say 'turn left' if you are giving directions to a certain place. 'Turn left' means, for example, 'leave this road and walk/drive down the next road on the left' 'Turn to the left' is an instruction you might give,for example to an actor, dancer, or a model being photographed or drawn. It means 'turn your head/body to the left, while staying in the same spot.'

SuKi draws an interesting distinction. I would say that you could use turn left and turn to the left in both situations and be well understood.