A couple of days ago found that its hard to turn the steering wheel so I looked in the steering wheel oil reservoir and it was empty!
Bought oil and filled it up, checked under the car and could see it is leaking but could not locate it exactly.
It is under the reservoir, probably just at the steering wheel.
Can I fix this myself and what should I do, and how?

If its low pressure side or return, yes (if it leaks when not running its most likely one of those, or loose clamp/broken reservoir).
If it is high pressure side/pump/rack depends on your skill and how small your hands are.

Drive it on ramp or something and look for the source, maybe unbolt the reservoir to check the clamps.
Different engines have the pump in different places so cant say anything about that.

Yes, it leaks without starting the engine.
The car is Brava 1.6 2001y.
Checked the reservoir it looks ok, nothing is leaking there, its somewhere 40cm below it but I cant see the exact place.