could be many things but start with in the physics asset set the wheels to kinematic
https://docs.unrealengine.com/latest/INT/Engine/Physics/Vehicles/VehcileContentCreation/
https://docs.unrealengine.com/latest/INT/Engine/Physics/Vehicles/VehicleUserGuide/
are the 2 pages you need when starting with 4 wheeled vehicles
plus theres quite a few videos around youtube which show whats needed to get started