On the Mark 2 it's in the centre console, right at the bottom underneath the aircon/heater controls. On a friends Golf and another friends Audi, it is located underneath the steering wheel. You can see it if you put your head on the drivers seat. I would guess your car might be one or the other?
They are usually fairly easy to spot once you get down there, they're usually in a contrasting colour compared to their surroundings. The most difficult one to find was my friends mark 2, it had a cover on it that obscured it. Look for a cover about the same size as the socket itself, you should be able to gauge it's size from whatever you're planning to plug in there.
