Yes there are bearings (not really captured, just a plastic "holder") for the upper steering shaft portion.
If it's JUST the wheel, then I'd look at that. If it's at the tilt portion, which is 100 times more likely, it's the 4 bolts that always loosen up.
If the entire column moves, look at the two nuts holding the column to the dash, or the 4 bolts that attach the steering column mounting bracket to the column, which is what the two 15MM nuts hold to the dash.