What kind of car? My Shelby Mustang, the problem was in the connector between the column wiring and the main harness under the dash - a broken pin.

There's usually a little contact that goes between the wheel and the stationary part of the column - the turn signal switch, actually. If that pin fell out on installation, you wouldn't have a horn. I'm betting either it slipped out or a wire was damaged on the switch, for the horn.

Good luck!