The Discover Pro 2 unit does not require an SD card to function, however does require an SD card to be able to install the updated maps.
Firstly you need an SD card that is 32GB in size (or greater) - this doesn't have to be an official VW card as with the standard Discover head unit.
There are then two methods that you can download the maps onto the card; either through the Discover Care software that VW provides, or by manually downloading the maps and extracting (using 7-zip / WinRAR etc) the maps directly onto the card.
My preferred method is the latter as I've always had errors when using the Discover Care software.
The file size of the maps is considerably larger for the Discover Pro 2 than it is for the Discover unit (approx 25GB), so be prepared to wait a while if you have a slower connection.
Edit;
Once the maps have successfully extracted to the SD card, place the SD card into the card slot within the glove box and click on 'MENU' on the Discover Pro unit. In the menu 'SETUP' find the 'VERSION INFORMATION' button, and then click on 'UPDATE SOFTWARE'
The ignition must remain on for the update to happen, and because of the file size it can take up to 4 hours, so might be worth connecting a battery charger during this bit!