Check the voltage at the horn connector while pressing the horn button, if it shows 12+ volts, horn is probably bad. Run the horn by connecting it directly to a 12 volts battery to be sure.
If it doesn't show 12+ volts at the connector, and the horn runs okay directly from a battery, then it can become tricky to diagnose. You then have to check the fuse, relay, wires, clockspring in the steering, etc.