I located where the horn is, if that helps! Seems to have some sort of bizarre plug on it with a built-in retainer, was unable to figure out how to unplug it while reaching down inside the bumper cover one-handed.
The Wolo horn has 2 terminals, but the OEM Mazda horn (made by FIAMM) has just 1. The mounting bolt grounds the horn to the frame, and you connect the wire to the lone spade terminal.
On my 2012 Mazda 5, it looks like the female part of the connector (attached to the wire) is a locking-type because it has a large rectangular housing over it, but it just pulls straight off with some effort. If the spade terminal on the replacement horn looks the same, it should just push-on and you're set.