I think I read that there is a recall on the clock spring behind the steering wheel. I also read where failing horns are a common problem.
Here's what I would do...FYI the key needs to be on for this test.
1) Check the fuse.
2) If the fuse is good, see if you hear a slight click when you press the horn. If you do, it would mean the horn relay is good and is getting power.
3) If the realy is good, then I would check to see if you have power at the horns when you press the horn button. Be sure to check both wires as I do not know which is + and which is -.
4) If you have power at the horn, then it would point to the horns being bad. They can be tested easily by running a jumper wire from the + side battery to the horn and a short jumper to ground. Make note which wire had power so you know which terminal is + and which is - on the horn.
5) If you do not hear the relay click, confirmed that the fuse and horns are good, then it would point to the clock spring.
I also found an article on horn troubleshooting.
http://www.fixmyvw.com/vw-horn-ultimate-troubleshooting-guide/