If its anything like the audis, it will have or be lacking a central locking pump with remote functionality.
In the a3's these usints have been plug and play allowing remote keys to be added.
I think in the first instance scan the car with vcds and cross reference central locking modules and have a dig around the car to see whats what.
Where abouts are you based? Why not check out the VCDS user map to see who is local, or as you now have two vags, consider buying VCDS yourself from NHN? The only part vcds will not do is allow you to program new keys without the cars security details, however if you are carefull you could use your existing immobiliser chips in a new remote key shell.
Of course, if this car was second hand it may just need a remote key added, I can arrange for somebody to do this for you if vw wont help.