I have a knockoff steering column also, and I'm using American Auto Wire's (AAW) Highway 22 wiring kit. Here is the part of my dash schematic that shows the wiring for my knock-off steering column. (The fusebox is actually on another sheet. If it's needed, I can add it.)
Dash.pdf
The black wire IN THE HARNESS is the horn ground that you tie back to the 19th fuse in the AAW fusebox (or to some other fuse in other AAW products). When that sucker gets grounded by the horn button it fires the horn relay on the Highway 22 fusebox.
As you can see in the picture, my knockoff steering column does NOT have that extra black wire that yours has. I suspect that extra black wire on your column grounds your column. Using an ohmmeter, see if it goes to your column housing. If so, tie it to ground on your truck. (If it's meant to go to ground, and you tie it to the "Horn Relay GND" on your fusebox, your horn will blow when you hook up the battery.)
(I just read joedoh's near-identical comment, so he gets all the credit!)