What does it mean for a wheel to be supported in a game?

Can't I just buy different wheel that supports the same platform (ex: PC) to play a game?

For example: http://blog.codemasters.com/f1/08/f1-2017-supported-wheels-and-controllers/

These are the "supported" wheels. So what does it really mean? Will it simply not work if I get a different wheel?

Solution 1:

It means that the wheels are officially supported and it is guaranteed that the game will work with those wheels. It also means that there is a preset configuration for the wheel, which means that it should work properly out of the box.
Just because your wheel is not officially supported by the game, doesn't mean it won't work with it, but you may have to set up the configurations and calibrations manually.