Is this for a front or rear side light bulb? Most VW dealers will change a bulb for free (we do here!) and just charge the cost of the bulb to you, so I would advise taking it to your local dealer if you are unsure on how to do it!
As Beevee and lupogtiboy say, if you're replacing a blown bulb it will be done for free by the dealer.
If you're just swapping them for a different brand (or you really want to do it yourself) it's actually fairly simple (check the manual as well as this does in fact have a step by step). Check page 141 on here:
Sidelights also have a dual wattage of 21W/5W (DRL and side light setting), so they simply clip out and clip in (assuming the wire pins are sorted correctly). They will look something like this (known as wedge bulb in some circles):