Brains developed naturally, so I'd imagine evolution would be capable of developing a natural analogue to a microprocessor if there was sufficient and sustained evolutionary pressure for such an adaptation.

Wheels/axles at a macroscopic scale seem rather inaccessible to evolution. The problem is keeping two sections of one animal alive across the wheel/axle boundary. You could imagine different ways to grow a wheel/axle structure out of a horn-like material, but it isn't clear what advantage intermediate forms of this would provide. Perhaps it could happen with two separate symbiotic animals though...

Microprocessors (aka, brains) seem pretty straightforward though. Even a little coordination and planning is better than none.

The natural processes that drive this sort of "innovation" never work as cleanly as we do when being intelligent about such things. There are elements of "microprocessor-like" components in creatures, things that will do AND, OR, NAND and NOR type logic computation through neurons, but they're not packaged into an integrated circuit.

If there was evolutionary pressure to produce an integrated circuit, some form of one would undoubtedly evolve eventually.

I get your meaning obviously, but fundamentally tis a strangely Manichaean outlook: they were developed naturally.