The R36 is built on what's called the PQ46 platform.
Mk5/Mk6 Golf are PQ35.
So they are closely related, but PQ46 got a lot more fruit as it's a more advanced platform.
With that said the stock brakes are the same as the MK6 R so they are quite good.
Wouldn't see a need to jump into upgrading them unless you're tracking the car, or just want the big brake look (which isn't a cheap exercise as to upgrade you're looking at something like Porsche 6 pot Brembos or similar)
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