Need a vag-com to plug in mate, that'll tel you firstly if you can access the ABS Control module (if not it will need remanufacuring at approx £100) if you can get it it'll throw up some fault codes to check, usually a wheel speed sensor or something.
Oh and don't go doing any heavy braking as you won't have ABS if the light is on, it's a visual alert to tell you something is worng and so the ABS cannot function properly.