No, an airplane does not have a steering wheel in the same way a car does. Instead, airplanes typically use a yoke or a control stick for primary flight control.
While a "steering wheel" implies direct control of the wheels on the ground (which airplanes also have, controlled separately), the yoke (or stick) controls the aircraft's orientation in the air.
The Airplane's Primary Flight Controls
The yoke (or control stick) manipulates the following:
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Ailerons: These control the roll of the aircraft, allowing it to bank left or right. Turning the yoke left or right actuates the ailerons on the wings.
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Elevators: These control the pitch of the aircraft, determining whether the nose points up or down. Pulling the yoke back raises the elevators and causes the nose to rise; pushing it forward lowers the elevators and causes the nose to drop.
Additional Controls
In addition to the yoke (or stick), airplanes have rudder pedals that control the rudder. The rudder is a vertical fin on the tail and is primarily used to coordinate turns and counteract adverse yaw (a tendency for the airplane to yaw in the opposite direction of the turn).
Furthermore, airplanes have separate controls for steering while on the ground, using either a tiller or differential braking.
Summary
While the term "steering wheel" isn't technically accurate for describing the primary flight control mechanism in an airplane, the yoke serves a similar function by allowing the pilot to control the aircraft's orientation in the air.
