You'd need to drill it first and it needs to be right in the centre - use a centre punch / Phillips head socket to mark the centre and make starting to drill easier. Make the hole as big as you can - depending on the size of torx bit you have (bigger is better) but ensure it is small enough so...
Wow talk about bad luck. How tight were the other normal nuts to remove? Should give you an idea as to whether drilling it and using easy-outs / torx sockets would work is they need to not be seized for that to work really.
Just realised, that because the key has broken off in the lock the collar shouldn't spin should it?
Therefore you have more options but the cheapest is probably to have a local mechanic weld a bolt onto it for removal.
It should still bite onto the bolt underneath if you get it on far enough. The collar is normally only a couple mill deep.
EDIT - can see from the pic that not much else is showing so probably wont work
The common fix for this is to buy a socket that is the same size as the locking wheel nut (shouldn't slide easily on/over it as then its too big) and you simply hammer it onto the nut as far as you can and then undo it with your wrench / socket driver.