I've just discovered how to put the steering wheel in the jeep! It turned out that it didn't need any additional parts.
The necessary steering wheel looks like this:

In order to insert it into the steering wheel column, however, that black steering wheel column needs to be moved forwards.

Underneath the vehicle, just behind the front wheels, there is a handy hole. One needs to insert some kind of sturdy stick into this hole. I simply used a pair of closed tweezers, because they were laying nearby.

Once the stick (or tweezers, or whatever) is in the hole, firm pressure can be applied to the backside of the steering column, and the steering column will be pushed forwards, revealing a slot into which the steering wheel can be inserted.

The 'firm pressure' that I mentioned required the use of both of my hands - one hand to push against the steering column, and one hand to hold the jeep steady. That didn't exactly leave any hands free to operate the camera ... hence the blurry photo!