This controller you speak of, does it not come with the wheel then? How much are they?
No it doesnt come with the wheel. You already have a steering controller in your car, but its unlikely it will suitable (def not for the MK6 wheel).
It makes the stalks/horn/cruise/buttons work depending on what you have installed, and comes in lowline,midline and highline variations.
Your looking at around £130 from the dealers but they can be had on ebay for less.
The one for the MK6 wheel is hard to get secondhand so the dealer is the best bet, although they do pop up on ebay slightly cheaper.