When you say "the connector", do you mean the included Level 1 EVSE? If that's what you mean, then no, the Level 1 EVSE can only plug into a 120 V receptacle. Also, there are no 40 amp plugs on the wall. There may be a 40 amp receptacle, but if you would like to pull 40 amps, it needs to be a 50 amp receptacle, and probably a NEMA 14-50 receptacle. The 2017 e-golf on board charger, from what I've read, is a 7.2 kW unit, which means it can take 30 amps at 240 volts. You will need to have an EVSE that can deliver 7.2kW to charge the car at 7.2 kW. As VW probably isn't going to include a 7.2 kW charging station, you will need to purchase one at connect it to a circuit (with the appropriate receptacle) to deliver up to 30 amps at 240 V to the e-Golf.
The Tesla Model S UMC (Universal Mobile Connector) is a far more expensive unit than what comes with most "cheap" EVs like the e-Golf. The UMC has an interchangeable plug that allows you to plug into a 120 V or 240 V circuit and also you can get a variety of plugs to use the UMC with many different types of 120 V and 240 V receptacles. I don't know the maximum amperage that the UMC can support, but I'm guessing 40 amps. The Tesla Model S costs MUCH more than any other cheap EV, so that's why it comes with a very fancy and flexible EVSE.