After you remove steering column covers look for retaining screw in steering column. If it was installed tight hex head will be sheared off leaving a smooth surface. I use a #2 easyout and correct size drill bit size for it (usually stamped on easyout). Center punch the screw head and drill hole then hammer in easyout. Twist easyout CCW to remove screw. Leave easyout in screw if you are going to reuse it as you can tighten screw with it going CW until easyout unlocks and it should be tight again.
New lock comes with hex head on new screw.
To remove lock cylinder from steering column with key installed slowly lift out as you feed wire harness into hole in column. If you don't have key or steering wheel lock won't unlock it should still come out as it is mounted at an angle.
Some people saw or file a straight slot into head of screw to use a screw driver to remove. Whatever works best for you go for it.
Or you could simply use an Allen head metric bolt instead of the shear-off anti-theft one so that if you need to do it over for some reason, you can get the switch out.
The anti-theft thing is really pretty dumb on all but the most exotic Verde -- if they want your car, they'll just slide hammer the ignition switch, drive your car off and deal with the ignition switch at their leisure.
BTW, in a pinch, you can use a late model Spider ignition switch, which might be a tad easier to find in the US where Spiders aare far more common than Milanos.
The late model Spider switch is the same electrically, the key itself is shorter, like the Spider key. If you can source the Milano switch, do it. I was just suggesting an alternative if you were looking for a used one, or the usual supply sources came up empty. There's usually more Spiders in the boneyards than Milanos. When my Milano switch went, I was able to find the Spider switch for $20 at the junkyard, with the key, and I was able to get my Milano back on the road just in time to leave for Europe on business for three weeks. I would have been reluctant to leave the Milano in airport parking for that long with the key in the ignition!