On my 02 Golf the socket is just to the left of the steering column, down below the plastic cover that hides the electrics. It's a unique looking socket as you can tell from the plug. If you stick your head down to the floor and look up you should find it.
Now how this translates when the steering wheel switches sides, I'm not sure. Is your fusebox on the left or right, it's probably not too far away from that.