I don't think this is a battery problem, given the circumstances and the fact the radio and everything else still work - but it's possible repeated failed attempts to start the car while diagnosing the real problem might flatten the battery, giving you a battery problem on top of the original problem...
I'd suggest getting a couple of things as a precaution, which are both useful things to have anyway:
- A multimeter that can measure DC volts up to at least one, preferably two decimal places (a "20" option in the DC volts area of the dial is a good sign), example
- Some way to charge the battery. Jump leads might not help if you can't start the engine... Lithium ion battery packs designed for car batteries aka "pocket jumpstarters" seem to be gaining in popularity, example, but I'm not sure which brands you can use them without being able to start the engine. Here's one that advertises itself as a "charger" as well as jump starter and describes being able to connect it and let it run without starting the engine. If the car's at home and there's an electric outlet nearby, a plug-in charger will be the cheapest and simplest option.
On to the actual problem. Cheapest and easiest thing to rule out is a problem with the fuses and connections leading to the starter motor, which can also result in the same combination of clicking noises while failing to start with power working for the rest of the car.
Check your fuses. Fuse box locations and descriptions should be in the owner's manual. There might be a fuse removal tool, or if not, you should be able to pull all except 50a+ monsters out by simply pulling with pliers.
If there are any specific fuses where you're not sure whether the filament is blown from looking, if you got that multimeter recommended above, you can test them by setting the multimeter to measure resistance (ohms) and touching one connector to one end of the fuse and looking for a change in reading when you connect the other. If the meter reading doesn't change when there's contact on both sides, the fuse is dead.
If they're all fine, look for loose cables or connections leading to the starter motor.
[edit - after realising I misread the question slightly, I think this is less likely than a fuse problem] Given that you mention the steering wheel being locked, and the key having been pulled out in an unusual way, it sounds like some kind of anti-theft system has kicked in.
Mercedes Mechanic say:
If the key does not turn in the ignition, try moving the steering wheel as you try to turn the key. The steering wheel will feel completely solid if you try to move it in one direction and may move slightly in the opposite direction. Push the steering wheel in the direction that allows a little movement and then insert the key and try to turn the key again. You can put pressure on the steering wheel and also try shaking the steering wheel. As you do this insert the key into the ignition and try to turn the key. DO NOT TRY TO FORCE THE KEY IN THE IGNITION. The steering column lock is a security feature which all car manufacturers incorporate in the cars.
If you don't have and can't get a spare key, it seems that official roadside assistance companies (your local equivalent of the AA or RAC in the UK) can bypass such locks in manufacturer approved ways. You might also be able to buy an additional key from your dealer.
Aside from that, there are a number of claimed fixes and locksmith companies who claim to be able to bypass such systems. I can't vouch for any, but do some research on your specific model and area.
Before committing to anything, find out what you can about what steering wheel lock related security figures your model has. Hopefully the owner's manual will tell you something useful!