Is it possible to make a car with this kind of functional axle? I was trying to make a car and make the axle "work" mechanically.
My idea was to make an axle with a flat end and a wheel that would enclose around it like this:



Only, when I give these objects rigid body properties, this is what happens:



I've played with a lot of the settings and the result is never really functional. So this makes me wonder if I'm trying to use Blender in a way it's not intended to be used...

If making these parts is not possible, I would love to know how to animate the wheels of a vehicle in motion (but maybe that's for another question...)
Select the axle, then the wheel, and press Control+J to join them into one object.  Now the axle and wheel will move together.