You'll need to compare part numbers to make sure they are compatible... VDO uses a variety of sensors... some of which map to stock VW and some which don't.
The part number is 9 digits: XXX XXX XXX and it's written in very very tiny lettering on the side of the sensor. VDO's web site should be able to tell you what sensor your particular gauge requires.
The stock sensor can be in a bunch of different places depending on year, model, etc... its always located on a coolant flange... usually the one at the front of the block.
There's probably a 75% chance you're fine !!
Vince