You may use "turn left" when giving directions to somebody (travelling by car, or on foot): Turn left at the corner and go 3 blocks etc. You may use "turn to the left" when the meaning is to turn your body to the left (e.g. during an exercise class, or orders to a soldier).

This is an old question, but I noticed that no one actually answered it. I agree that "turn left" or "turn to the left" are both correct. To answer your question, however, I have never heard anyone say "turn on the left." I had this discussion with one of the Brazilian teachers at my school, and he thought for sure that he had heard it, but in all of my research I've never been able to find a source, credible or non-credible, that says that it's possible to use it. Hope that helps!

Turn left but make it clear where