Normally you don’t animate the wheel, you keep the object stuck in place and animate the material to give the appearance of the rotation.
there is such a sample within the content examples I believe - because it is a motion blur issue.
coincidentally, doing it this way also resolves the motion blur issues. In the default vehicle setup this isn’t the case.
I actually prefer simulating the movment up to a certain speed, then swapping out the tire mesh for the static one with the special material.
As far as animating goes bones in Blender are just displayed differently the what you are used to when bringing in an unreal Model. They still work all the same.