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Horn wire is the blue with yellow stripe coming out of the bottom of the steering column. If you trace it up to where it plugs into a plastic piece under the steering wheel, you'll see a about 1 1/4 inch piece of cylindrical plastic (smaller diameter than a pencil) that sticks up and is hollow. Into this cylindrical hole should be horn blowing ring contact brush. It serves the same purpose that a brush does in a starter or alternator. It allows electrical contact between a stationary (steering column) and a moving (steering wheel) part. If you dropped this little bugger when you replaced the shaft, your horn won't work until you put it back.
I'm assuming these two wires come off the back of the horn button. The one you're not sure of is probably V-shaped. You just push the V down into one of the 2 bolt holes in the base of the steering wheel that you use to screw in a steering wheel removal tool. That is your ground.