Living things don't have wheels because there is no simple way for them to grow, but wheels are mechanically simpler and more efficient for traversing most terrain (except stairways, which were designed specifically for legs). We take the ability to walk for granted, but it depends on sophisticated reflexes and elaborate feedback control mechanisms. Even on earth, the complex mechanical systems needed to allow robots to walk are only now becoming possible. That said, very irregular terrain can defeat wheels and and perhaps in the future we will need the Star Wars walkers.