Arrow straight. There are 2 wires for the horn buttons (1 is a 1/4" terminal, 1 is a 1/8" terminal) these obviously just plug into the appropriate horn button connections on the SLK wheel. The Airbag connection is identical and the connector just plugs into the SLK airbag. The steering column splines and hubs (on each wheel) are indentical. Draw a mark with a Sharpie on the splines of the steering shaft and on the hub of the new wheel to align them correctly. There is a little flat area at 12 o’clock on each, you want these aligned, it’s quite easy.

TO INSTALL THE SLK WHEEL
The hardest part is cutting down the plastic handles on two T30 Torx drivers to right around 6 inches. If they are longer than that you will have to take the lower dash apart (i’ve done this previously) just to get enough room to get at the two T30 Torx fasteners that hold the Air Bag to the wheel. Even with the steering wheel telescoped all the way out.
You can get by with just 1 T30 Torx driver and tighten 1 fastener at a time but it's a hassle. The 2 T30 Torx bolts are only about 12 mm long, they are captive (in little cages) in the steering wheel, you can't lose them but they can become misaligned or fall sideways. If you have 2 T30 Torx drivers (one on each fastener) seated correctly, with the threads of the fastener pointed out toward the Air Bag it's a 5 minute job.

I’ve included a couple of pictures for reference, the first is the SLK Sport wheel (as I used) which I’ve really only seen on SLK 230’s, the second image is the wheel used mostly on SLK 320’s and the wheel which the Crossfire OEM wheel is based on.