You should be able to hear the exhaust valves open with the window down when idling. Adjust from Comfort to Sport (or CUPRA) or select the engine noise setting in individual mode.
The Soundaktor (fake engine noise) will also be effected by different driving modes:
In Comfort mode - the soundaktor is off.
In Sport mode - the soundaktor is at approx. 50% volume.
In CUPRA mode - the soundaktor is at 100% volume.
Pops & bangs from the exhaust are only enabled in CUPRA mode and the engine must be warm. ECU will command pops & bangs between 3k to 4k revs on the overrun (off-throttle engine reciprocation with the car in gear) with louder bangs near 4k.