If the airbag has deployed in a MKIII what do I need to do ??

Well first thing I would suggest is to go to the hospital :rofl: Other than that just find some new, undeployed, airbags/steering wheel with airbag from a junkyard/auto dismantler. Or if your like me and you hate airbags, because you realize they are only designed for occupants who don't wear their seatbelt, then you will buy a non-airbag equipped wheel and live happily ever after.

I just wanted to make sure that if I bought a steering wheel without the airbag that it would work, because of the airbag sensor ?

Sure, why wouldn't it work. If you hit something the sensor will go off and send a signal to nowhere. One small thing to note, 86.5-88 and 89+ non-airbag steering wheels are different. Not just the style but the cruise controls were relocated in 89+.