I would imagine all the bumper cover attachment points are the same, but light housings, exhaust outlets, etc may be different. You had better research this pretty deep. The best approach would be to get a look at the BMW parts manual that shows an exploded view of all the front and rear end body parts.
The steering wheel is simple. If the sports wheel you obtained has heat, then you will still have heat. If you acquired a non-heated wheel, you will have an unused connector and no heat. I suggest you disconnect your battery before swapping the wheel or you will get and airbag error code that only the dealer can reset. Even doing this, you may still get a code.