Hi - this reply depends on model, I have the 2005 Td4 but the brake light wiring is probably the same on others.
1/ Have you got the right bulb - should be twin filament with offset pins.
2/ Have a close look at the holder and check the bulb pin nearest the terminals goes into the deepest slot. Look for corrosion.
3/ On mine, the bulb holder has an electrical plug on the back - check that is fully home by pushing hard.
4/ See if the sidelight that side works, then get someone to press the brake pedal. If the sidelight goes out, it's
an earth problem, follow the wiring to an earth post under the bumper somewhere.
5/ Failing all that, if you have home-made towbar wiring, check for a broken or corroded connection.
6/ Get a multimeter and someone who knows how to use it. Then follow the wiring back across the car to where it
joins the RH wiring.