You're going to have the rear wheels in the air and no handbrake. Make sure to chock the wheels securely. Really well. I mean this. Ramps might be better and a lift or a pit would be the best, if you have access to them. Still need to chock the wheels, though.
It's easier if you take off the wheel on the side you'll be working on. Taking off the center console makes getting at the adjuster easier but isn't mandatory. You will have to take the ashtray out.
Make sure the handbrake lever is fully down ("off").
Jack up rear and place securely on axle stands. You're going to be in and out of the car doing the adjustments.
Slacken off the adjuster at the handbrake lever end and pop the cable nipple out of the adjuster, so the cable is free to slide out.
At the caliper end, pop the cable nipple out of the lever on the caliper and unclip the cable.
The cable is supported in several places on its run to the central tunnel. Unclip from the supports and pull the cable out of the
guide tube. Remember where the supports are - you'll have to clip the new cable into them. Take a photo if necessary.
Assembly is the reverse of the removal. You will probably need to slacken the adjuster off some more if your cable was stretched.
Take up all the slack in the cables using the adjuster.
Now you need to adjust the handbrake.
Press footbrake pedal hard once, to take up all the slack in the caliper.
Turn the handbrake adjuster until the levers on both calipers are just pulled off the stops - 1mm is the recommendation. They won't pull off evenly, the adjuster will favour one side, so it's easiest if you have a mate who can do the adjusting while you watch the calipers. Remember I said that you need to be up on axle stands: make really sure they are secure and that your wheels are chocked and the car cannot move. If it falls on you, you won't like it.
Set and release the handbrake two or three times. Now check that both back wheels spin freely.
Reassemble wheels and center console if you removed them.
Haynes Golf Mk.4 manual covers all this.