To temporarily remove it - just unscrew the 4 screws that hold it on, near the corners.
To permanently remove it - takes quite a bit of work, as the plastic skid plate is integral to the stability of the front-end bodywork; and i would therefore not recommend doing it.
It is on the bottom of the oil pan. You have to remove the under engine plastic cover.
Plenium cover.
It's directly underneath the plastic cover that covers the top of the engine, the plastic cover pulls off and the intake plenum is underneath it.
It is on top of the engine, Forward of the Turbo Charger. (under a plastic cover that flips up)
Pull it off
They are in the center of the Valve cover, under the plastic "chunks" that are the ignition coils. You might need to remove the plastic engine cover first. There are several plastic clips you need to turn part way to remove this part.
check this out, it's same engine as in Rabbit http://rabbitownersclub.com/vw/showthread.php/engine-plastic-cover-4981.html
You remove the large plastic engine cover from the top of the engine (remove the three plastic caps, then loosen the three 10mm nuts). It's right on the front top of the engine under a plastic cap about 3" in diameter.
PCV valve is located in front of the engine, behind plastic (long and narrow plastic cover that covers valves and fuel lines). You need to remove one hex screw that attaches plastic cover to engine and remove plastic cover. You will see pcv valve 3-4 inches to the right of the hex screw that was attaching plastic cover to engine. Once removed you will see silver pipe at the end of the pipe plugged in engine sits PCV valve. PCV valve plugged into engine by it's mettalic side, so only plastic side is visible. Easiest way to understand how PCV valve sits is to buy new valve in auto parts store, remove plastic cover that covers fuel lines in front of engine and find a part that looks like PCV valve.
It is on the top rear of the valve cover. You will have to remove the plastic cover on the top of the engine to access.
There are two hoses on the right hand side of the engine cover which houses the air filter, one is just rubber at the front and just pulls off, the one at the rear is a plastic push fit which you have to squeeze to remove. Once these are both removed simply grasp the cover and pull it towards you, it is on four mounts in the engine bay with rubber bushes on the cover.
Remove the plastic stone guard cover below the engine, then you will see it adjacent to the rear of the engine