No idea about the steering wheel. Since the RHR replaced the RER for 2011, it's more than likely the RER isn't designed to accept any input from the steering wheel. You'll find out when you plug it in.
The Connectivity Group package includes the EVIC (Electronic Vehicle Information Center), voice command input via the microphone that's located in the top left corner of the A-pillar (dumb location, too), and added steering wheel buttons to operate the EVIC. The EVIC allows you to configure vehicle options, such as headlight timing after the key is pulled, how long the radio stays on, tire pressure info, display station names, etc.
It's kinda nifty, but Jeep is just now starting to actually utilize it in a smart way. The EVIC should have displayed all this stuff and more when it debuted in the Wrangler in 2011.
'12 Wrangler Unlimited Rubicon