You can use 0W-30, 0W-40, 5W-30, or 5W-40 synthetic motor oil—so long as it has VW approval. If you live in a colder climate, look for a -30 oil instead of a -40 oil.
VW approval is just a specific approval from Volkswagen. It denotes a particular type of motor oil for Audi VW engines with extended or long-life service intervals and is also known as Longlife oil.
Lucky for you, you can purchase this type of oil at most gas stations and auto supply stores!