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It pulls off - unless of course some fool has put glue on it or pounded it on so tight it won't come off.
If you live someplace where it gets cold at night, spray the joint between the wheel and shaft with WD-40 and let it sit out at night - let the whole thing get good and cold. Then, early in the morning try and pull it off. Stuff contracts when it's cold. If possible find some way to warm up just the wheel ring leaving the shaft cold. That will expand it.
PS. I'd also check to see if someone has drilled through the steering wheel and steering shaft and pinned it. I saw that once because the owner had stripped the wheel and shaft splines and he had to pin it to keep the wheel from free truning.