recommended way to pull it through the steering assembly is to open and remove the the plug. You can wrap the connectors with some tape if you wish to be sure nothing snags, but don't have to. Replacement wise I would definitely recommend wrapping them. There are two wires on the column just under the rubber cover that require a phillips screwdriver. The wires themselbves are of course color coded and the length is very specific. You would have to try if you wanted to mix them up, but, again, to be sure, either take a pic of the opened plug with the wires in it or make some notes of what goes where.
See attached pic of the coding on a 280SL...