Steering wheel locked key will not turn

If you are replacing only the lock cylinder. You remove the steering column covers, then the multi-function switch. Then with the key in the off position you remove the three screws that hold the cylinder in place. Put the new cylinder in "off" position and install it. Reinstall the multi-function switch and covers.

If the steering wheel lock is not releasing that is not the cylinder. For that you have to drop the column, chisel the bolts that hold the assembly together and remove/replace it. In many cases it is actually faster and easier to just replace the column with a working used one.

If the key will turn and start the engine >BUT

Okay, that is annoying, wiped out ten minutes of typing. Shorter version-

If they key will turn and start the engine >BUT

If they key will turn and start the engine, but you cannot unlock the steering wheel to steer you will need to drop the column to replace the lock assembly.

It starts with you inserting the key, than you step on the brake (which moves the orange piece and you rotate the key. As it rotates the cylinder moves the purple piece in the second picture which rotates a cam inside the housing that pulls the green part down and unlocks the steering column and wheel. In your case it seems that part is not moving. Now as you managed to get the vehicle to start it would seem that the ignition switch is okay and the lock cylinder is okay.

Now the book says that to change the actual column lock part you need to remove the steering wheel, remove the covers, remove the multi-function switch. Then drop the column so you can get to the two bolts that actually hold the locking mechanism in place. Which you then use a chisel or Dremel type tool to create slots to turn them out.

However, It may be possible to skip a lot of that mess if you can remove the plastic covers and actually see the two bolts that secure that part to the column. Then it would be much simpler to just remove the column bolts (two or four depending on build date). Drop the column down cut the slots and remove the bolts. There appears to be a screw in the bottom that holds the multi-function switch to the locking assembly so do not forget it.

I will link a video that is for a newer model but shows almost the exact procedure. It is for a 1998 Escort, but when you look at the book it says the same steps of removing all the other parts are needed, and they are still in place in the video.

https://www.youtube.com/watch?v=DIczBa-l46g

As for a good shop, there are still some out there. I do not look for certified or approved, I look for folks who actually care and do good work. I have seen "certified" people I would not trust to check the oil in a lawnmower.

Now that I have made things clear as mud.

If the key doesn't move the replacement of the entire assembly is a faster and easier repair. Replacement of just the cylinder is possible but it does require that the cylinder move.
Replacement of the entire lock assembly is listed with a book time of 1/2 hour so it's probably cheaper as well.