In what sort of environment might a species with biological wheels evolve, and what would they look like?

So for a thought experiment I came up with the idea of a species that uses wheels for locomotion, sort of inspired by a species shown in His Dark Materials. Under what circumstances would such a species develop, and what would they look like? And more importantly, how would a creature with wheels work physiologically?

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In what sort of environment might a species with biological wheels evolve, and what would they look like?

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