For example I would like to replace standard steering wheel in 2002 Fiat Punto 2 with multifunction wheel from Grande Punto or other and be able to control radio
Yes, in so much as anything is possible. However, you'd need to make sure that you have a stereo that supports remote control. If that's the case you may also need to purchase an adaptor loom for your stereo and you'll likely need to purchase the appropriate clock-spring and loom (or make up your own).
As an alternative, if you'd like to be able to control the stereo without moving your hands from your steering wheel, you may find that a remote control is available for your stereo.