I have learned that names can be without an article. This is from Wikipedia:
The Volkswagen Golf Mk7 (also known as the Golf VII) is a compact car
I would wrote this sentence with the zero article before Volkswagen. Is that ok?
No, it would definitely not be okay if you omitted the definite article there. The quote from the Wikipedia page that you posted is not about the company Volkswagen. It's about a specific line of cars that they produce. And that line of cars is called the Volkswagen Golf Mk7. You can even get rid of Volkswagen from the model's name completely and shorten it to just the Golf Mk7. Volkswagen is only there to remind you about the name of the carmaker that manufactures this particular model of cars. There are many Golf Mk7 cars on the road, but as a model there is only one Golf Mk7 car. That's why, when we think of it as a particular model of car, we refer to it as the Golf Mk7 with the definite article the.