Well you need to give us bit of more info about your vehicle as there are many types of VW with different Immo Systems and Transponder Chip, what model is it, year and petrol or diesel............As far as I have tried to extract the immobiliser pin code on few Vag cars I could not get it so it might be able to program if you have the pin code but, again it all depends on your car model and year.............

 For some models and series you can extract the pincode but most models you need to have it on forhand. If you have the pincode, about all VW immobilisers can be coded with new keys (maybe even all of them, but that I cannot be sure off). So basically, as Ashram already stated.

I have pulled PIN on some VW cars, older than 2003 and on some it doesn't work. I programed a key on 2002 Golf and worked fine. It is done much easier using a CK-100 programmer instead.