From Ross-Tech Wiki

4.14 Can I use VAG-COM to make my windows roll up and down using my keyfob remote?
Many Audi vehicles can be recoded to allow this function, see this example. Unfortunately, VW models do not have the same capability. In order to make your windows roll up and down using your remote in a VW, you'll need to add extra hardware such as the Remote Window Controller from Alientech. The exception to this rule is the Mk5 Golf/GTI/Jetta.