trying to rig this robot, but I've got no idea how to do the wheel, any idea?
First of all, is the wheel mesh part of the same object as the character? You need to separate it by selecting all the faces and press "P"
You can turn the wheel into a rigid body constraint of the type: motor
here is a youtube tutorial https://www.youtube.com/watch?v=lU9PADYJLM0
or you can skip that step and simply keyframe the rotation on it here is a youtube tutorial https://www.youtube.com/watch?v=CFFhgutjZQk
And finally you need to use the graph editor to edit how your keyframes get interpolated here is a youtube tutorial: https://www.youtube.com/watch?v=R9gCHhJOjlQ
To answer your question more fully, I switched from comments to an answer.
The first thing I did was created and rigged a very rough estimate of your model:
I then added a square-ish wheel underneath it (visible in above picture). I parented this wheel to the armature via Object (Keep Transform), not any of the Armature Deform settings. This means that when you move the armature, the wheel will move with it (assuming the transformation is in object mode). While the wheel moves in conjunction with the rest of the model, you are free to rotate it on the appropriate axis. Here is what I achieved (glitch is in gif alone):