the connector is on the slip ring, all the cables connect to that one connector... so abs, multi function buttons, and (if you have them) flappy pedals... those all connect through that one connector on the slipring... the slipring isn't always completely populated with pins... this depends on the part number of the steering module.
that all said, remove the airbag on the A3 first now look for space to add those buttons... yeah wait there is none as the lot completely filled up and there is no part you can pop out to add the buttons. you'll need a different steeringwheel that carries another part number, plus keep in mind the connector to the slipring needs to be the same one thing with these audi's if you look at the colour of the connector that goes to the airbag of your a3 and your a4 you'll notice if they are the exact same colour sheme or not (it's how you know if you got the right one immediately)
and if you still don't get it: go to ebay and look at the respective models steeringwheels with the airbags... and the cables that connect to the slipring. you'l soon see what i am on about.