Hey Lera, good question! The reason the other parts move with the base, even when not selected, is because of parenting (making one object inherit the transformations of another object). You’ll learn all about that in this course: https://cgcookie.com/course/fundamentals-of-rigging
The wheels are connected in a different way. They are two separate objects but they share the same mesh data, which is what materials are assigned to. You can learn more about mesh data and material linking here: https://cgcookie.com/course/understanding-blender-data
Hope that helps!
