Yea, should be a tool in the kit that looks somewhat like wide tweezers.
Founder/Past President - Audi Club FL (1997 - 2007)
2013 S5 (Misano, manual, nav, sport diff): the daily hammer
2007 Honda S2000: the weekend toy
1987 Mercedes Benz 420 SEL: the airport car
'84 Coupe GT
'85 Coupe GT
'87.5 Coupe GT 2.3
'90 Coupe Quattro
'98.5 A4 1.8t
'97 A4 1.8tqsm
'00 A4 1.8tqsmx
'03 A4 1.8tsmx
And others that have been in my garage:
'96 BMW 318ti
This is the correct tool to use to remove the plastic lug-bolt covers. Snaps onto the covers and pulls them right off with no contact to wheel itself. Your dealer will probably give you one if you tell them yours was missing from your A4.
I bought the car used; the tool kit has a u-shaped metal tool that my wrench imediately identified as the tool for prying off a moon-style chrome hubcap from a 1960's vintage porsche! And it doesn't work for the A4!