Once you checked the Fuse as OK ( engine compartment fuse panel, fuse #7 ) , might want to try shorting the Normally Open contacts in the Horn relay, to see if it is the horn, or the switch from the steering wheel.
Pull the Horn relay ( Ford 1/2 ISO relay ) Relay 205 in the same fuse panel in the engine compartment ). Looking into the relay socket, you will see 2 sets of pin terminals that are the width of the narrow direction, and 2 that are point the length.
The 2 pin terminals that are the direction of the narrow width of the socket, jumper with a 16/18 AWG, and the horns should sound.
If the horns do not sound, check the pin terminal #3 for +12 V DC ( hot all the time ) with a known good ground ( lug in the fender or the neg side of the battery.
If this checks OK, with the jumper in place, pull the horn connector,and check for +12 V DC on one of the pins, to a known good ground ( fender lug where the headlamps are grounded ).
Horns are behind the bumper on the passenger side, directly below the headlamp.
Next test the same, using both pins in the horn connector.
If you have +12 and ground at the horn connector, the horns are the problem for some reason.
If the horns honk doing the jumper test, work back towards the horn button / clock spring area.
Pin terminal #1 in the socket should be hot all the time, and the pin # 2 is what ground is switched to from the horn button, to activate the coil in the relay.
If you do not have ground at Pin #2 when pressing on the horn, try tilting the steering wheel all the way to the up position and try again ( some times the connector at the base of the steering wheel column pulls apart ).
If the tilt does not change getting ground to the horn relay, the next step would be to test the clock spring, but this requires removing the airbag, and really should be a professional job.