It may of just not been selected when it was ordered from the factory. There may be one available for you car. I don't know much on the car side though as I've only ran trucks. lolI don't believe my Jetta has a way to plug it in. Which I was kind of surprised about. I thought plugging in a diesel when it was cold was common practice.
Either way, you may not need them so long as you make sure to keep the glow plugs etc in good shape. Replace the Glow Plugs every 100k. I'll tell you why. You leave them in long enough & you might need to remove the head b/c the GP is stuck. Maintenance goes a long way that's for sure. What year is your VW?