Sorry to hear that.
But no, you have to pay extra to have a tracking system fitted, I think they're about £450 from VW. I don't know how Milan works, but over here in the UK we have automatic number plate recognition cameras (ANPR) up and down the country, scattered through nearly every city. And once a car is recorded as stolen the police place a marker on that registration number. Then every time the car passes an ANPR camera, it pings up and notifies the police to track it's whereabouts.
Best of luck.