See if the hose that goes into the interior gets warm.
Alternatively, follow these brief instructions for the heat exchanger:
1. Remove various covers in the footwell on the passenger side, and the heat exchanger is already visible.
2. Loosen the screw connections of the pipes (connection to the WT and fastenings of the pipes)
3. Pull the lines out of the WT and collect the cooling water (not very much, only from the lines and the WT)
4. Pull the WT out or check for rattling.
Installation, of course, in the reverse order, using new seals for the pipe connections, refill the coolant and bleed the cooling system (with my 1.3 cdti, this works almost automatically)