You have to unplug from the charging station if you want to be able to drive the car - the car's computer will not let you shift out of park when it detects the cable is attached to the car, regardless of whether the car is charging or not.
If you do not have delayed charging programmed (must be done through app for 2015 e-Golf to get delayed charging and not sure if this even works anymore in USA due to cellular carrier issues), car will begin charging as soon as you insert charging connector and will continue charging until the battery pack reaches 100% State of Charge.