How to create N-wheeled vehicles

Have a look at the UWheeledVehicleMovementComponent4W class. From what I can gather from the source UE4 uses a pretty thin wrapper around a PhysX 4W Vehicle. PxVehicleDifferentialNWData (PhysX class) seems to be the way to go for more than 4 wheels. As for less than 4 wheels, it appears physx only likes wheeled vehicles with 3 or more wheels. 3 wheels is actually accomplished by creating a 4 wheeled vehicle then telling physx to ignore one wheel and treat it like a 3 wheeler. It can be either a tadpole style (2F, 1R) or delta style (1F, 2R).