There's a spring-loaded, rolling contact on the turn signal switch that provides for the ground path for your horn relay's switching circuit as you turn the steering wheel. If that contact is broken/missing/faulty, or the copper ring on the back of the steering wheel is dirty, pressing the horn button will have no effect. The horn switch itself (bakelite-and-metal ring-shaped dingus under the horn button) must also be in working condition.
