Most modern Xbox 360 steering wheels connect directly via USB. No special adapter needed for officially licensed wheels.
Generic PC wheels (Logitech G27, G25, Thrustmaster T300RS, T150, T248, Moza, Simucube) DO NOT WORK on Xbox 360 natively. They lack Xbox 360 Security Chip authentication.
Workaround: Cronus Zen / Drive Hub / Brook Ras1ution adapters translate PC wheel inputs to Xbox 360 authentication. Adds latency; FFB support varies.