I believe the best option is for you to make an animation for the wheel to go 360º around its axis (and maybe put Post-Infinity Cycle[in the graph editor]), and then animate her along the curve. For this, select the Wheel and pressing C and dragging with MMB so it will snap to the curve, and put it at the begining of the curve, then select the wheel and then the curve, (by this order, 1st wheel 2nd curve) and go to the menu Animate -> Attach to Motion Path, and open the options for it, you will need to define the up and front axis in order to the wheel go correctly.
I have to go now, but if you can do this way I believe it will work for what you want.