If you're not 100% sure how and why to use your lockers, don't bother with them. Trust me on this one.
A little experience and practice driving in snow is worth way more than cool gadgets and options on your 4x4. I was lucky and grew up in Colorado, so a lot of experience comes by default. If you're unsure, try an empty parking lot with some light snowfall. 20+" of snow isn't a great time to learn unless it's an emergency. The Touareg is an outstanding vehicle (properly quipped) in the snow, but the driver counts the most.
Good tires are the ABSOLUTE best next thing to knowledge and experience. All-season 'performance' tires aren't.
Lots of people are good winter drivers until they do a custom paint job on the car in the next lane. If you're questioning yourself and don't have to drive, please don't drive.
Lastly, turn the ESP off. Somehow man survived before VW and many other car companies invented all this nanny electronic crap to keep people on the road. It sucks in the snow.