Okay, for the fog lights I used this image (though bear in mind it was my Dad that actually did it);
I believe he connected wires to the fog light wires, which he ran through a relay (as on the diagram above) connecting them to the battery and to a switch, though I can't be much more detailed than that i'm afraid.
As for the steering wheel, as I said before you need to disconnect the battery so there are no electrics in the car, then unscrew the two screws that are on the back of the steering wheel – these hold the air bag in place. Once unscrewed, the air bag middle should come away from the wheel, you then need to disconnect the wiring at the back of this to remove it completely. The wheel is attached to the steering column by a large torx (not sure if i've spelt that right) screw. Once this is unscrewed the wheel will come away, then you can attach the new wheel (ensure it's aligned properly), fit the wire to the new airbag middle, and I believe the PH2 middle just clips into place. Reconnect the battery, check the air bag light isn't on (and that the air bag hasn't exploded) and you should be good to go.
Be careful though, I don't want to be the source of a nasty accident! As with the fog lights, my Dad fitted the steering wheel for me but I managed to get a better grasp of what he was doing as it didn't concern connecting wires to relays and the like. However I would get someone who knows what they're doing if you're unsure, like I did. Hope this helps!