I fitted mine yesterday and was a bit apprehensive on this part of the process.
Its black metal clip, it moves towards the centre of the steering wheel, and the airbag will pop out once moved. I think there are three to do, but I did the two either side and the third popped out.
As mentioned before, move the steering wheel as far down and out as possible (using the height adjuster) and I removed the cowling on top of the steering column which gave a bit more access for the clips (as per the Volkswizard video)