AFAIK both exist in biology. Bacterial flagellum is effectively a motor, and has a working wheel-like structure. IIRC, some crickets had an equivalent of a bearing somewhere in their anatomy too.

Evolution is a greedy, lazy optimizer, so it promotes things that work a-ok for a given environment.

It's also worth noting that wheels alone are not too useful for transportation, as they're only half of the picture. The other half is roads. That is, because we couldn't (and mostly still can't) figure out all-terrain mobility systems that could navigate diverse environments, we cheated and locally flattened the environment, to reduce the problem to that solvable by a humble wheel. Evolution can't cheat like this.