Is there any way to get these keys and remote without going back to the dealer and how are they programed

No, sorry. The keys are programmed to the car. They have to use a scan tool and go online to code the keys.

I thought that if you lock the door with the key than it is programmed automatically? Try it, perhaps it works.

I thought that if you lock the door with the key than it is programmed automatically? Try it, perhaps it works.
Nope, Sorry. But from about 2001 and up, you have to use a VW scan tool to code keys.