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.