No there is no auxiliary input in some 2006 Volkswagen radios, but this is something you can add, you can plug the auxiliary interface, into the back of the radio or using the prewired CD changer cable in the trunk, center console or glove box
VW auxiliary input adapters
http://www.oemautosound.com/c-50-volkswagen-aux-adapter.aspx
Connects behind the Radio
http://www.oemautosound.com/p-15-audi-volkswagen-98-08-auxiliary-input-vwr-aux.aspx
Connects in the trunk or CD changer cable
http://www.oemautosound.com/p-86-vw-aux-volkswagen-auxiliary-interface-trunk-plug.aspx
Double din Radios, Big radios, connects to the back of the radio
http://www.oemautosound.com/p-84-volkswagen-02-to-07-auxiliary-input-vw02-aux.aspx