They are the same when they are being used as phrasal verbs. A phrasal verb is when you put a verb and a preposition together and they create a new meaning (i.e., one that is different from the original verb and preposition). With your second example, “He came up behind her,” you are not using “came up” as a phrasal verb—he actually came (walked) up behind her. Therefore, you can’t use “turned up” in this sentence because there is no similar movement with “turn” like there is with “came.”