Yes, you can, you just have to connect the steering wheel to the computer, then open BeamNG, then go to the options, controls, the set up bindings to your liking
It does work, but you have to set it up. In Windows, open Control Panel and go to Hardware > Game Controllers to calibrate it. Only then will it be recognized by BeamNG. I use a Saitek X52 Pro HOTAS flight simulator joystick, so if mine works yours will.