Clicking noise when turning and airbag signal

The next step is to make an appointment with the dealer. Don't do anything yourself as that might void the warranty. From your description, it sounds like the clock spring has indeed come apart inside. That is pretty rare to occur so soon. Typically it takes about an hour to replace it, but there's a good chance they're going to have to order it first, then have you come back to have it installed. Dealers often don't keep these in stock because of the low failure rate. You should also find the horn is inoperative, along with any other switches that use the clock spring. Typically that includes the cruise control and remote radio controls.

The horn is still working. Does that mean anything? How much will this cost if the dealer says this is not covered in the warranty?

We don't get involved with costs here because there's too many variables. We don't even have a diagnosis yet. If the ribbon cable in the clock spring really is coming apart, there should be more dead systems.