Behind the steering wheel are two holes in which the securing screws are hidden, these holes face towards the dashboard - so you need to feel for the location.
Cant remember what size torx screw they are - but fully loosen (they can fall out) and the air bag cover will come off.
Disconnect the battery for 20 minutes prior to removing the airbag as residual charge could set the air bag off as you disconnect.
Lift out the air bag unit and you will find the earth strips for the horn.
Do the horns work when the ignition is off?, I ask this because the horns not working with ignition on but working when ignition is off indicates the fault is the air bag spring unit - if so, the part is over £300 at OPC, look at ebay and pick one up for £30 to £50.
The air bag spring unit is a round plastic thing and to get to it you need to remove the steering wheel, undo the centre nut and use tipex to mark the splines and the steering wheel hub to ensure you fit the wheel in the right position when refitting.
I use tipex because its a good marker and dryes quickly and resists being rubbed off - however you can just scribe the surfaces with a screwdriver if you dont have tipex.
When you remove the wheel the spring unit is underneath - you will see the multi wire connections to it, simple to remove and replace - just be carefull on refitting the wheel because two locating plastic pins on the airbag spring unit easily snap off if you dont line them up with the indents in the wheel hub.
The spring unit inside isnt even a spring - its just a wide ribbon type cable wound up, internally cables break and the first indication of this is the horn not working with ignition on, something to do with the earthing.