I have just bought the whiteline 22mm anti roll bar for my vrs but not sure on fitting it, according to the haynes it says it a internal part of the rear axle and that the whole thing needs to come out, but the bar I recieved comes with fitting instructions based on the mk4 golf am I right in thinking it's the same platform and should be the same

The Whiteline RARBs are add-on parts. You don't need to remove anything other than if you need access to physically pass the bar across the car or drill holes.

And most of the standard rear roll stiffness on a torsion beam axled car like these A4 platform machines comes from the "U" shaped beam unit.