1997 Volkswagen Golf need an answer

My car would not start earlier today, I held the cluch turned the key and nothing happened, 3 hours later when it warmed up outside it started fine. I drove it down the road and made it a mile and the car would shake and vibrate and wouldnt go when I hit the gas.
I made it home driving really slow, and drove it around the area behind my house. When I leave it idle it shuts off after about 10 seconds. Its almost acting like its not getting gas, but then when I put it in gear and hit the gas the car goes then knocks and shuts down. Its only when I hit the gas pedal. I dont know if it has an inline fuel pump and where it would be located on it, and I dont know what is wrong.