Some MK4's do have one and some don't. The bulb for the fag lighter also illuminates the ashtray. The way to tell is to stick your finger into the fag lighter socket, try to hook your finger and pull up at the same. The lighter socket will pull up out of it's mounting hole and you will see if it has a bulb atached to the side of it.
If it has a bulb then you can replace it, if it doesn't have a bulb you can buy a
MK3 Ibiza fag lighter as all of these are illuminated even on the poverty spec ones in the scrap yard. The MK3 fag lighter is a direct replacement and you can wire up the bulb to the traction control illumination wiring if you have it or anywhere you fancy that is ignition switched.
Good luck.
Here is a pic of mine with a MK3 lighter fitted >>>>>>