Here is a link to the Audi option codes. My car has option 7E6.
If you are not the original owner of the car, how do you know what tinkering might have been done with VCDS by the previous owners? Although I am not a user, I'm sure it is possible to bring up options in the MMI which have no effect because the item is not fitted.
I cannot find a remote auxiliary heater option to pre-heat the cabin before the engine is started in a UK brochure, though it does appear in an American brochure. There I can also see a picture of a special key with a LCD display.
Looking on eBay there are auxiliary heater elements for sale. I guess these kick in once the engine has been started to provide a initial boost as diesel engines are slow to warm up.
Hope this helps.