As already explained, some creatures can roll themselves into a ball and roll around. However, it is difficult for a living organism to have attached wheels, like a car, because of the difficulty of getting a blood supply to the rotating part. Without a supply of blood (or equivalent) it is difficult for the wheel to develop or repair injuries.
Also, wheels are not that great if you don't have roads. Many primitive cultires knew about the wheel but never used it because all that they had were muddy tracks. Even those who cycle across country have occasionally to stop and lift their bikes - an animal which had only wheels would be in create danger of geting stuck.
Of course, tumbleweeds wheel across the countryside.