Presuming the car gets serviced every 10k, would I have to get the oil change at every 5k done by dealer, or could I do it elsewhere without anyone knowing?
I don't quite get what you mean? Is there something in that bit, where I should be "reading between the lines"?

Anyhow, is your service reminder (correct term - "Service Interval Display", abbreviated "SID") set to LongLife or Time and Distance? If it is set to LL, then it is strongly advised to have it changed to T&D, because of the complications (confusion of the Oil Quality Sensor) of the LL algorithm.
If you are on T&D, and want to do an 'in-between' 5k oil change, then anyone can do this, you can even do it yourself if you have a pair of ramps, a drain pan, a 19mm socket for the sump plug, and a 36mm 6-point socket for the filter housing - oh, and a torque wrench - but then EVERYONE owns a torque wrench, don't they!
If you do change it yourself, if you don't have a special VW tool to pre-drain the oil fliter housing, then it can get a bit messy - but a few sheets of workshop paper roll, or even your mrs old knickers, if you are that way inclined

will mop up the mess. And you will need 4.6 litres - so if you buy Castrol in Halfrauds, it only comes in 4 litre packs, so get an extra litre bottle - or just get two 4 litre packs, and use the left overs for topping up (or the next time you change the oil).
Part numbers for 'hardware' (prices retail +vat):
N 908 132 02 - oil sump drain plug with integrated sealing washer - £1.08
06D 115 562 - oil filter element kit (includes disposable element and rubber o-ring) - £8.73, or £4.80 trade
Part numbers for oil (again, +vat):
GVW 052 195 M2 - 1 litre of "VW branded" (with a little VW logo on the bottle - they also do an Audi one too) official VW LL3 engine oil - £14.37, or £7.90 trade
G 052 195 M4 - 5 litre of official VW LL3 engine oil - £64.42, or £35.43 trade (which is £7.09 per litre)
ZGB 115 QLB 005 00 - 1 litre of official Quantum LL3 engine oil - £5.11 trade (these Quantum prices are last years, so a very minor increase is expected)
ZGB 115 QLB 005 01 - 5 litre of official Quantum LL3 engine oil - £24.19 trade (which is £4.84 per litre)
ZGB 115 QLB 005 02 - 20 litre of official Quantum LL3 engine oil - £86.02 trade (which is £4.30 per litre)
"Quantum" is the official Volkswagen UK
'aftermarket' range (just like Motorcraft to Ford). Quantum oils are made by Castrol (and include the same Castrol technical helpline), and are similar in spec (but not identical) to the 'retail' Castrol products in Halfrauds, Opie Oils, and the likes - but much cheaper!

Sooooo - who says proper LongLife 3 oils are expensive?

EDIT: edited for spelling, clarity of Quantum oils