The only trick with the air bag is to disconnect the battery several minutes (some say 30 minutes) before you try to unplug it.
You just remove the torx screws from the back of the steering wheel and lift out the air bag. Then unplug it. The plug is pretty tight but it will come apart. I tend to handle air bags pretty carefully as they can do a lot of damage to you if they discharge at an in-opportune moment.
If you end up needing to remove the steering wheel, take careful note of the positions and orientations of those two ring spacers so you put them back the way you found them.
Grease the top steering column bearing in the key lock housing while you have the wheel off.
The easiest way to put that snap ring back on the steering shaft is to cut a short piece of 3/4" PVC pipe and use the steering wheel nut to press it down until the snap ring snaps into its groove.
DO NOT connect the battery and turn the key on to check the horn while the air bag is unplugged unless you have the tool to reset the SRS light.