If I remember correctly, yes, the Z32 does have intercooler setups. They are side-mounted into the skirts of the car, double because the VG30DETT engine is twin-turbo'd. The Z31 turbo (VG30ET) does not come with any intercooler setup, and the turbo is usually running at a max of 7psi boost, as set per wastegate. Once you start to tweak the setup by merely adding a boost controller, changing the wastegate settings, etc., and hit around 10psi of boost, its recommended to use an intercooler at this point. This webpage shows you all the various ways you could make a custom intercooler setup on a Z31, just remember, creativity and money is your limit...
http://www.redz31.com/turbofaq/intercoolers.html
Also note, because you are using a naturally aspirated version of the VG30E engine, your compression ratio is different to the turbo engine, i believe the ratio is 9:1, as compared to the turbo 7:8:1 ratio. This means although the N/A could probably react better to higher amounts of boost, it cant handle it without detonating, and this kills engines very fast. Thus, if your thinking of going beyond 14psi boost, i would really recommend getting forged connecting rods, a new cam, gutting the intake plenum, etc., so that the engine will support the large amount of boost.
dont forget to upgrade your fuel system and ECU to adjust to forced induction...
good luck!