There's a metal clock spring usually fitted on the steering column that you can see when you remove the standard wheel... and most aftermarket wheels don't have the opposite metal disc that makes contact with this on them as standard. You might be able to get a kit for if from the maker...or try and fabricate something up yourself.
Other option is to just wire it up to seperate button on dash... not very practical though and a little off putting if you need to find the horn in a hurry!