Rolling does not involve the production of thermal energy. However, to attach two wheels to the cart, you need an axle. A smooth bearing lets the axle slide inside the hub of the wheel. The force of sliding friction converts some of the kinetic energy into heat, and exerts a torque on the wheel. However, the surfaces of the bearing are usually very smooth and the hub has a small radius, so that the total amount of work done against frictional forces is small.
Adequate lubrication can reduce it even further.
Let us, for the moment, forget about the details of the engine and the transmission. The car contains all the hardware necessary to make the wheels turn. The car, however, does not start moving forward. Without frictional forces your car will not accelerate. If you are parked on an icy surface or your car is stuck in mud, the wheels will turn, but your car does not accelerate.