Check fuse 13 in the fuse box it protects the fuel pump circuit. Fuel pump relay is fourth one in nearest row of fuses near the space for spare fuses. Its so hard to explain how to chase Audi or VW wiring diagrams but there is a company that independent auto repair shops "buy" their information from that offer a very reasonable service to do it yourselvers. You can get a one week subscription or year subscription very cheap. The information is year make and model specific repair procedures, service bulletins, component locations, wiring diagrams ect.... great quality information same as the professionals have ,much better than generic workshop manuals from parts stores, much cheaper than the factory manual try http://bit.ly/mitchell_repair_manuals_online
and get an online repair manual subscription.
Bentley manuals in paper form are also very good for Audi might get on one amazon or ebay.