It's called the water flange and they can crack/warp then leak. Do a search, very common problem. There isn't a gasket. Just an O ring. Make sure you get one with the replacement if it doesn't come with it.
You can get them from VW or from German Swedish. I got mine from GSF. Can't remember the exact cost but it was under a tenner. Mine is an 8V. Don't know if other models are different.
Might be an idea to replace the O rings for the two sensors too while it's all in bits. Don't do up the bolts too tight on the new flange or you might damage it and it could leak again!

I think they only need to be 10Nm.