DO NOT drive the car any more with this issue.
You may have already damaged the engine, but hopefully not.
As the prior poster stated, you may have a head gasket failure at this point, but this was not likely the cause of your overheating, likely an effect of the engine over heating?
So where is your coolant going??? You obviously have a coolant leak somewhere. At this point, fill the cooling system up with water and see if you can find a leak without the engine running. There are a lot of hoses on these engines, could be a water pump as well. The 2 most common problem areas are the metal water pipe along the inside passenger side frame rails that runs from front to rear of the engine bay. This pipe is connected to the Aux water pump and the turbo. It rusts out and after 8-10 years will leak.
The other common problem is the plastic T fitting on the drivers side of the engine above the transmission. There is a small 3/8" nipple on the T that breaks easily.
Suggest you get a cooling system pressure tester from the auto parts store. Many loan them out, like Advance and AutoZone. If the kit has the proper adapter, you screw it on where you fill the coolant, pump up the cooling system to about 15 PSI with it full and the water will leak out the failure point.
If you have no idea how to do any of this, find a decent VW/Import Indy shop in your area, likely you will need to have the car towed to avoid any further engine damage, but it may be too late.
If you cannot replace a head gasket yourself, likely the repair will be too costly and it may be better to sell the car for what you can get for it?? Headgasket likely $2500-$3000 with timing belt, water pump and other associated parts and repairs.
