Because of its inertia, the car just wants to move in a straight line. But if you turn the wheels, then in order for this straight line motion to continue, the tires have to slide (relative to the road). Friction prevents this sliding from happening, and redirects the motion of the car to be in the new direction in which the tires are oriented. If you drive in a circle, this friction (which prevents the tires from slipping) will always point towards the centre of that circle.
Imagine it's winter time and you're driving, and the roads are icy. You want to drive the car around a bend that turns to the left, so you turn the steering wheel to the left. But the car keeps going in the forwards direction because the tires, although they are now pointed to the left, they just slide "sideways" across the road surface, allowing the car to continue moving forward. You've lost control! It's scary. I picked a left-going bend so that at least that way you slide *off* the road and into the ditch, instead of into oncoming traffic! (Unless you are in England, I suppose).
Sorry, I got carried away...