The specific thing to watch out for is the splines on the steering column. The way most aftermarket wheels I have seen work is that the wheel has 6-12 small socket-head bolts in the centre that attach it to a mounting boss, which is splined to fit onto the column. The wheel manufacturers then generally sell different bosses to suit different makes of car - I doubt you'd find any difficulty getting one for a Corvette.
Be very careful if the existing wheel has an airbag, it doesn't take a lot to set them off, and you don't want it exploding in your face! Other than that, as long as you've got a suitable wheel with a compatible mount, and you make sure it is done up properly, it should be fine.
Before you remove the old wheel, get your wheel alignment done properly, then park the car so that the wheel is exactly central (this is much easier if your steering wheel locks centrally), so that your turn signals work correctly with the new wheel. Unbolt the old wheel using a suitable large socket, remove and fit the new one at the same orientation, then refit the nut and tighten to the book torque figure.