Unfortunately, the Pretorias aren't available as a factory fit option on the Golf GTI. Other wheel options from the factory are as per the configurator; 18" Seville in anthracite finish with red edge, 19" Brescia (diamond cut finish) or 19" Santiago (diamond cut finish).
It is possible to change the spec of your order; i.e. You can change the colour and the options that are listed for your specific model, but this has to be done before the build date is confirmed by the factory. Once the build date has been confirmed, the build is 'locked down' and the vehicle spec can't be changed. Bear in mind that changing some aspects of the spec after placing the initial order can impact the build and delivery timescales.
There's nothing to stop you buying a set of Pretorias separately and fitting these when you've got the car, although a set of 19" VW Pretorias bought separately are very expensive, and used ones don't seem to come up very often. Pretorias are also now available in 18" size; part no. 5G0073148G 88Z - bright silver powder coated finish or 5G0073148G AX1 - gloss black powder coated finish. Both are 7.5J x18" with an offset of ET51. The 19" version are; part no. 5G0601025AJ, 8J x 19", offset ET50. You might be able to negotiate a good discount on a set from your dealer as you're buying a new car.
Rather than VW Pretorias, you could always consider getting a set of good quality wheels from a reputable manufacturer, which could work out cheaper. Personally, I'd avoid cheap replicas from China and stick to wheels that have TUV approval.