First off, congrats on your new car and welcome to the forum
Your horns are behind the front bumper cover near the a/c and engine coolant radiators. Really tough to get to them w/o removing the bumper cover (but removing the cover is easy so if you need to replace it's pretty simple).
They are known to go bad but more often than not, the bushings in the frame on your steering wheel to activate them goes bad first. Therefore, whenever you brake or turn hard or just plain drive, they may sound. Instead of fixing the horns properly, owners will pull either the fuse, the relay, or disconnect the electrical from behind horn.
So...
Fuse - check Row B #3 (swap w/ one of the spare 25A fuses to test)
Relay - slot # 10 (2nd row down from top, last relay on right) should 'click' when you depress horn on steering wheel
Let us know what you find
PS - it's not a 'cute' VW sounding horn either
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