Making one vehicle out of several?

Do blueprints support the linking of several wheeled vehicles to make one large vehicle with more than 4 wheels?

IE: An 8 wheeled vehicle or even a vehicle with a trailer that has traction and independently powered wheels.

Or would I have to do some C++ coding to enable it?

Sure,

What can work.
Make a BP from assembly of static/sketeton meshes (parenting supported) in component editor.
Epic will than automatic point references to each of these meshes, so you can easily animate them using timeline or edit the transformation of each mesh to suit your need in the event graph editor

Make a BP, that can spawn BP_SubAssembles (say 4 BP_WheelAssemblies) during creation or gameplay.Its more work to animated these BP_SubAssembly, but shoul dbe doable (I have’t tried yet to be fair)