Ok here we go, put the nut back on several turns. This keeps you from getting a face full of steering wheel when it does come loose.
The wheel is splined to the steering shaft, as many as 27 I think splines on some models. It gets a bit rusty in there and the shaft has a taper as well. Lots of area with that many splines.
Squirt a bit of PB Blaster around the nut spline area and let soak, adding more from time to time, over several days. Also tap, TAP the end of the steering arm with a small hammer, TAP LIGHTLY. This hopefully loosens the rust a bit and allows the blaster to soak down inside.
Don't "pull hard" or beat your steering wheel with a hammer. It's a good way to damage it.
Now comes the hard part, grab stoutly and yank holding the wheel close to the hub. Don't break the wheel. Did it come, good we're done.
If not tap it from behind with a rubber hammer softly while pulling with your knees. Did it come yet?
Oh, It didn't, sigh. Gona need a wheel puller and it is going to be tough to get it off without damaging something.
Do it right using a puller. They are inexpensive. Harbor Freight sells them for 11 bucks and Autozone lends out the puller with a 100% refundable deposit.
Proceed slowly with caution and never try to pull it without a nut on the shaft a few threads at least.
Last resort, propane or mapp gas on the perimeter of the in side of the hub, you wont hurt the hub, not hot enough hopefully. But be awful careful if the wheel is worth saveing.