This is an overview of how to design a wheel using 3DS Max, which I then printed out using an Objet 3D printer. While the buttons may be slightly different in other 3D software packages, the process for doing this should look roughly the same. Follows are step-by-step instructions for creating a 2-part wheel consisting of a hub and a tire. It may seem slightly complicated, but it is a surprisingly straight-forward operation.
I have also included a file for a pivot. If you insert a shaft through the wheel, you can use the pivots to mount it and make it spin. The wheel and pivots can be scaled to meet your needs.