As others said, it's in the menu. You may find that you rarely, if ever want to turn it off. I thought I'd be wanting to do the same this winter, but I found it to instead be more helpful than I thought it would be in snow. We have a hilly driveway. With all my previous cars, I always needed a running start to make it up, even when just plowed. This golf of ours just chugs up the drive with no issues. It may slow down due to the traction control working, but it just keeps going. Any time I didn't make it up, turning the traction control off wouldn't have helped anyway.
The only time I could see that I might want to turn it off is if I was stuck in a parking place and wanted to rock the car to get it out. Even then, It might not help much cause the traction control also works kind of like an electronic limited slip differential, and locks the slipping wheel to put force on the non-slipping wheel. We bought our car in Jan. and had lots of snow since. We had no issues running it with the stock tires.