Assuming you have a key or use hex shaft, then transferring rotation to the wheel is done by rotating the shaft, There are two common ways of fastening the wheel to the axle: the first is by attaching a
hub with a flange onto the axle, then the wheel is screwed on or off when needed. The second way is to machine an integral hub onto the axle,
like this
(Yes, CD members, I know this picture is for a different part of the robot) Then the wheel with a
matching hole profile is put on the shaft/hub.
As for keeping the wheel on the hub, you can use retaining rings that clip into a circular groove around the end of the shaft, or screw the wheel onto the hub.