Check out this Turbolinks screencast.
The entire page is still rendered and returned to the browser, but only the body is replaced.
You can check to make sure they are working by having two pages. Page 2 should load, but when you inspect the header of the page it should NOT include the test javascript file. Let us know if it still isn't working.
Page 1
<html>
<title>Page 1</title>
<body>
<h1>Page 1</h1>
<a href="/page2">Page 2</a>
</body>
</html>
Page 2
<html>
<title>Page 2</title>
<script type="text/javascript" src="test.js"></script>
<body>
<h1>Page 2</h1>
</body>
</html>