The Performance Steering wheel is a port installed option. You can have it done before your car gets delivered to your dealer. Although, I would wait so you can have both steering wheels.
On Order: 2015 F80 M3 Sedan
SOLD: 2013 E92 M3 Frozen Grey/Black Extended with Estroil Blue Contrasting Stitching, Competition, Premium, Heated Seats, Premium Sound, Satellite, BMW Apps.