1. Where does the ground come from for the horn?
2. Does the steering column when the steering wheel is fully attached create the ground?
The horn wire, up thru the column, is a ground wire to a slip ring on top of the mast bearing. This wire, as you know, comes from the relay's ground terminal. The horn trumpet's terminal is wired to the relay's output terminal. 12V power is attached to relay input.
The horn body is grounded by it's attachment to the body. Column is grounded by it's attachment to body. When horn button grounds the disc, you are, in turn, grounding the plunger contact under disc, which rides on that slip ring on the mast bearing. This grounds the relay trigger. The relay's electromagnet pulls an armature that closed the contacts inside relay, which connects the relay's 12V input to the relay's 12V output to horn, which trips the diaphragm contacts inside the horn and the diaphragm vibrates (honks).