See this link for an explanation of how to add a circuit to the fuse box.
As already mentioned, you will need a multimeter to test for voltage on the available B+ terminals to see which are constant live and which are switched on ignition.
Remember there are different physical sizes of blade fuses in the fuse box, and make sure you fit the correct amp fuse to cover the circuit you're adding.
http://www.golfmkv.com/forums/showthread.php?t=62584Jas