I wouldn't put my faith in a cheap steering wheel like that. As above get a decent secondhand Momo, OMP, Sparco, Personal or Raid. Yes you need a big spline boss (also used on a mk3). Make sure the wheels are straight and remove the original steering wheel. Slip on the boss, attach the new steering wheel, connect the horn, go for a drive (find out the wheel is off, so need to remove the boss and adjust the positioning*).
*Not always the case but it does happen!