What happens when your steering wheel is vibrating during driving at any speed?

If it only vibrates while moving, at any speed, it's probably a bent rim. If it only vibrates at highway speed it is a tire chrachteristic called "Radial First Harmonic" and might be improved with dynamic balancing. The tire shop needs to move weights on the rim. If it only vibrates at higher speeds, like 40 mph and above, it's probably the static balance and the tire shop needs to move weights on the rim. If it vibrates all the time, even when stopped, it's probably a four cylinder economy car and you are a cheap ass.