Do you have to replace the whole headlamp assembly when a headlight burns out in a 1998 vw beetle?

no, but you have to remove the complete assembly.

There is a clip on the assembly inside the engine compartment - undo the clip and there is a tab that you push up and you should be able to feel the assembly move - sometimes you have to pry the outside of the headlight with a screwdriver and the whole thing slides out.

Unplug the harness and open the back plastice and the bulb is there.