The only thing that would need coding is like back with the Mk6 you had to pay extra for the paddles on a dsg and if you retrofitted a steering wheel that had paddles then you would have to code the paddles to work but even then you weren't coding the steering wheel, you were coding the car to tell it it had a steering wheel that had paddles.
If it's a like for like wheel there are two connectors, one for the airbag and the other for the steering wheel controls.