No the steering wheel does not turn. There are different layouts depending on whether the tractor was "steer ready" from the factory.

If the tractor is "steer ready" (called different names by different manufacturers), then adding integrated steering later usually involves tapping into the existing steering valve electrically.

If the tractor is not "steering ready" then additional valves are often added to the tractor and physically tee'd into the existing steering plumbing.  This is somewhat more expensive due to the cost of the valves, hoses, tee's etc.

For example, I have a Deere 8310 and also a Deere 8120.  The 8120 could have been ordered "steer ready", but it was not.  The 8310 did not have that option at the time of manufacture.

I have Trimble's Autopilot installed in both these tractors.  A steering valve is mounted on the rear of each tractor.  It is connected to the tractor's hydraulic system as the hydraulic source and return.  The ouput from the steering valves tees into the original steering circuit.

When Autopilot is engaged, the system sends electricity to the new steering valve commanding it to send oil to the steering circuit. Thus the steering wheel does not turn.  If the operator grabs the steering wheel, a sensor in that circuit informs the Autopilot and it disengages itself so the operator is back in normal control.