From most to least likely but not a complete list:
It is the engine that is vibrating and it is just being felt in the steering wheel. Can be a vacuum leak, or miss in the engine.
A car's steering wheel will vibrate when driving if the car's alignment needs to be adjusted.
In the power steering box. It is on the left side of the engine under the engine cover. It has a steering wheel on it.
get a wheel alignment
under the steering wheel
the motor mount is bad
Normally it is a tire out of balance. Can also be a bent wheel.
You possibly have warped brake rotors on the front. Or Bad Wheel Bearings.
look under the steering wheel or in the engine compartment
Normally this is caused by a tire out of balance or a bent wheel.
yes
could be a blockage in your fuel lines.