Firstly-

i would like to change my steering wheel to a momo or something similar and would like to know how to go about fitting it, as what would you do about the airbag and horn?

Secondly-

I am going to fit electric windows to my car and when i have done so the winder handles will be removed but any ideas on how to cover up the holes they will leave behind? I know i could fit blanks, i also thought about fitting some tweeters in there place which wouldnt look too bad imo...

Airbag - you would need to put a resistor in to make the airbag ECU think you have one connected. They are usually 2 Ohm, but Felicias may be different. Horn is usuallyh straightforward and part of the boss kit that you would need to get.

The factory fitted blanks which were just discs of grey plastic with a thread on the back that goes through the hole for the winder and has a washer and nut fitted on them.

the steering wheel boss kit from a mk3 golf fits a felicia if that helps