A number of steps were involved, not to mention a long time period, in the invention of wheel. We can use the attached image of the timeline to answer this question.
The first step in the invention of the wheel was the realization that logs can be rolled and can be used to carry very heavy loads. This method was used for a long time, till about 15,000 BC or so. This method evolved into sledges that were rolled over logs to carry loads. The first ever wheel was the potter's wheel and was developed almost 5,500 years ago. Around the same time (about 3200 BC or so), wheels were also used in chariots. These gave way to wheels with spokes. Europeans invented the wheel much later, around 1400 BC. Nowadays, we see the wheel in practically all modes of transport (except ships).
So, basically, the invention of the wheel started with rolling logs for carrying weight, which gave way to sledges carried over rolling logs, the potter's wheel, and wheels for chariots (including the spoked wheel), and finally the modern wheel.
Hope this helps.