Normally you have a small piece of plastic/leather attached on the side of the seat that has 'Airbag' stamped on it. If you feel the side of the seat you can feel a hard section, that will be the airbag housing.
As stated above, the connectors are prone to failure, mine are securly connected but they still fail intermittantly.
I have read about some people who directly solder the wires and bypass the connectors.
Might be worth checking out with VAG-COM or a dealer before doing anything else incase there is a problem elsewhere.
Jim.