I had similar problem when I bought a '99 A3 1.8se which came with just
one 'flip' key remote and no other keys.

It's  easy enough to get a second key mechanically cut: keycutters on
[uk] Ebay can do this from a good digital pic. and can provide the VAG
key code for your own key. Ebay will also provide [eg from Hong Kong]
blaanks of VAG key blades [eg mine was HAA type] which local mechanical
keycutters will cut [cutting an own-supply blank costs.
me GBP 5.00 locally].

This will provide a second mechanical key blank which will unlock your
doors if manually inserted or which can be used as the second
mechanical key you'll need to program a remote 'flip' key to unlock
your central locking. AFAIK this is fairly easy to do if you do have
two keys but you'll struggle if you only have one cut-key.

BUT all the foregoing ONLY works to with the vehicle central locking
and with the ignition switch if you have a compatible key - if you need
a key which will actually work to start and run your vehicle AFAIK you
have no alternative but to get a VAG dealer to reprogram a VAG
transponder-type key to your particular own-vehicles ECU/immobilizer.

Thus, getting keys to work for door/central locking; ignition switch
and vehicle-running/operation are all ver distinct and separate issues
/ projects.

This just reflects personal and UK experience but HTH

David