Welcome Steve to the forum and congratulations on your purchase!
I have parking sensors on my car, and although I'm sorry I don't have any suggestions on what what might be causing the problems with yours, this is how mine work.
Putting the car into reverse, you should get a short 'beep' to confirm both the front and rear sensors are activated, and the colour of the symbol on the parking sensor button in front of the gear lever should illuminate (mine doesn't flash). If you've got either of the VW touchscreen audio head units, (RCD510 or RNS510), there'll also be a visual display on the audio screen; a birds eye view of the car, with orange/yellow indicators showing the proximity of any objects - like the one in the link below;
http://www.advanced-incar.co.uk/media/catalog/product/cache/1/image/9df78eab33525d08d6e5fb8d27136e95/r/c/rcd_510_dab_ops_1.pngThe front sensors won't be activated automatically if you don't select reverse gear. They can be manually activated for forward-parking manoeuvres when you've not needed to select reverse gear, by pressing the 'P' button in front of the gear lever.
Good luck in getting yours sorted.