The third book in the His Dark Materials trilogy addresses this, and has a species that evolved to have wheels. It involved all sorts of highly unlikely events coming together. One, the landscape had natural “roads” because of the way the igneous rock formations had been eroded. Second, this tree grew these wheel-shaped seed pods that happened to fit in the claw of the intelligent species (Mulefa). The mulefa and the tree continued to co-evolve until the tree needed their seeds to be used as wheels in order to eventually crack open and produce a new tree.
I am very nervous and excited to see how the mulefa look when season three of the BBC show comes out next year.