hey Steve,
You'll find the relay's above the fuse box on the mk3 golf. you'll find this under the dash/steering wheel on the driver side. If you look under neath there'll be a panel with two green plastic buttons which you push in to release the panel, before you yank it out.
A torch will help, but you'll see a row of fuses then several plastic cubes/squares, about 2cm wide. You should then see the numbers 30 and 167 printed on them
HTH, Garfay.