Yes, thats what they're referring to. Mine is a 2006 and it's never had an issue. My two of my friends both with Mk5 Golfs of a similar age both have it. Which leads me to think the centre caps have been replaced on mine.
With regards to warranty, they may have replaced them if it was less than 3 years old. But you'd have little or no chance now. They're not too expensive though, plenty of them on eBay. :)