The horn circuit is protected by a specific fuse and controlled by a relay located in the engine bay junction unit.
This is for a 2002 till mid 2006 version
all versions - below
The horn system is supplied via horn relay T03, located in engine bay junction unit B001, via a direct line from the battery protected by control unit fuse F10.
Coil of relay T03 is excited by means of an earth signal when the steering wheel switch is closed. In versions with Air Bags, these connections are via a clock spring on stalk unit H005.
This signal reaches pin 21 of connector C of engine bay junction unit B001.
Relay T03 thus supplies horn P005 from pin 27 of connector C.
Horn P005 is connected to earth C010.
Taken from my service manual on CD
Hope this helps