@blackraven1974 your GTI should have a headlight (red arrow), high beam (yellow arrow) and turn signal lights (green arrow) in the assembly.
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You are not telling us which one does not turn on and what you have checked. Things could be as simple as a bad fuse or bulb to a bad relay or igniter. For some good instructions about your light and how to work on it, check [https://www.pelicanparts.com/techarticles/Volkswagen_Golf_GTI_Mk_V/24-BODY-Headlight_Assembly_and_Bulb_Replacement/24-BODY-Headlight_Assembly_and_Bulb_Replacement.htm|on here.]