You could have a problem here.The ignition barrel slides into a housing on the steering column.If you have no key to the old barrel,then it can't be turned into the removal position so that the spring loaded locking pin can be depressed.There may also be a tiny torx screw that holds it in place.There is no need to remove the airbag or steering wheel if the job is done in the correct method.However ,as you have no key,then you may need to drill out the old lock,and would suggest that these items are removed,after disconnecting the battery.Also have you thought about any immobiliser issues?I would think this car has a chipped key?