First of all, the MK4 steering wheel OEM controls in order to work with Aftermarket unit, they need a special interface that is purchaseable online. Can't remember the name, maybe someone else can give some input on that.
For MK5 steering wheel and controls conversion, I'm not sure but I think an interface is needed also.
There's also a way to grab voltage feed from the Radio harness and close it to the Controls lights for them to turn on when Aftermarket unit turns on. Only for aesthetics though. No functionality to control the aftermarket unit will work.