Truck class constructor
A few observations.


Properties should be PascalCase.

public class Truck
{
    // ...
    public int Wheels { get {return _wheels; } }

    // ...
}

The this keyword is not needed here.  by having the '_' in front of your class variables, you are differentiating them from the local variables.


Now, to answer your question, you could use Automatic Properties, which would change your class to be something like:

public class Truck
{
    public int Wheels { get; private set; }
    public string Color { get; private set; }
    public bool Loaded { get; private set; }

    public Truck(int wheels, string color, bool loaded)
    {
        Wheels = wheels;
        Color = color;
        Loaded = loaded;
    }
}


As for your question of having a better way: the only other way to set them is to make the property's set method public and set them through that.  Personally, I like passing them through the constructor better, it makes it easier to make the the class immutable.