Before you pull the horn wire out of the steering shaft, attach a string to it. Once you have the wire out, and the string in its place, attach the string to the top if the tube with some sort of stick-um that will hold the string but can be removed without too much difficulty later. You'll be glad you have that string to fish the wire back down the tube.
Loosen the nut, but don't remove it fully. Back it off until it's pretty much flush with the end of the shaft. This will help support the tube, and protect the threads, when pressing against it to remove the wheel. Once the wheel pops loose you can then remove the nut and the wheel.