It should just be a matter of taking the bag off the wheel (I think it screws on from the back of the wheel) take the padding off yours the same way then undo the nut, unplug the horn then reverse what you did to get the new wheel back on.

I sold a wheel from a 98 WRX with the bag blown but the cover welded and covered to a guy in Canberra to put in his Gen 2 Lib (same column) but it was at least 7yrs ago.

The only problem I can see you having is the horn might need a pin with a spring on it if your car doesn't have it fitted, from memory I had to do it on my conversion years ago.