On the Leon you go into "46 - Central Conv" and all the work is done from there. There is no module for "35 - Centr. Locks" or "09- Cent. Elect." that you need to be working with. It sounds to me as if the unit you have installed is possibly not set for a four door, four electric window car or something along those lines. Have a look through the following, but make sure you write down the settings you already have before you change them as you may want to change them back.
From the Main Screen on VCDS try :-
Select Control Module
46 - Central Conv.
07 - Recode
******** at this point make a note of the number you have displayed already. It should be one of the below :-
For a 2002 or newer car :-
Central Locking (2 doors / 2-power windows):
00064 = Selective Locking
00065 = Unlocking of all doors
Central Locking (4 doors / 2-power windows):
00066 = Selective Locking
00067 = Unlocking of all doors
Central Locking (4 doors / 4-power windows):
00258 = Selective Locking
00259 = Unlocking of all doors
For cars upto 2001 :-
Central Locking (2 Doors):
00256 = Selective Locking
00257 = Unlocking of all Doors
Central Locking (4 Doors):
04096 = Selective Locking
04097 = Unlocking of all Doors
"Selective Locking" is where you have one press of the remote to unlock drivers door, then a second press to unlock the rest. The important number here though is to have the right one for your door/windows configuration.
I don't think there is a need to do anything with the keys to make the mirrors or the windows work from the switches inside the car.