Based on my attempts at making rolling stock, the game animates wheels automatically. If you want to animate them yourself, try using key frames. Rotate the wheel along the X-Axis and press I; and choose the "Rotation" option.
Key Frame 1.jpg
You need at least two key frames, one for the first frame and one for the last frame. Once you've done that, you need to export it into an .ia file.
I hope this helps.

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