An ECU — Electronic Control Unit — is the small computer that runs a system in the vehicle. The engine ECU is the one most people mean, but a modern car carries dozens: gearbox, ABS, body, airbag, climate.
Three things matter when you work with one:
This is why "a file for a 2015 Golf 2.0 TDI" is not enough information. Two cars built the same week can carry different hardware and software numbers. Matching those numbers is the difference between a clean write and a bricked unit.
OBD — through the diagnostic socket, engine in the car. Fastest, but some units cannot be fully read this way.
Bench — the unit is removed and powered on the bench. Fuller access, more work.
Boot — the processor is put into bootloader mode, usually by opening the unit. Used when nothing else reaches the memory.
Check the checksum. Check the hardware and software numbers against the file. Check the vehicle configuration. Make sure the battery is supported and the connection will not drop mid-write. An interrupted write is the most common way a unit is lost.