What you are seeing is possibly the horn push on the aftermarket wheel?

This will need to be removed, when you do so you will find a nut which holds the wheel on (UNDO this slightly) do NOT totally remove, else when removing the wheel it can fly up into your face!

As to the window it could be the motor or regulator etc, that or you have a break in the wiring, I personally would first check you have power at one of the swithes, as it's easier than removing the door cards, if not then you have a wiring problem, if you do then proceed with the mentioned method above with power to the motor to test etc.

Re the CD player you can try and just remove power to it and reconnect (It's a long shot) or just buy another. It may just be dusty inside.

Martin