The only physics engine I know is ODE so I'll roughly explain how would go with an engine like this one. I think this here could also be applied to something like bullet physics.
So, since your question is quite vague, here is something to start with:
One has first to determine what are the basic parts of the vehicle:
- four wheels, represented conceptually by cylinders
- the car, represented conceptually by a box
Then how are these items held together?
- a hinge holding each of the rear wheels to the car
- a hinge-2 holding each of the front wheels to the car
A hinge-2 is a hinge that has 2 axes, and is the type used to link front wheel to a car : it allows the wheel to roll on the road and it allows it turn in the direction it wants to go.
Obviously, these hinges have parameters: wheels don't have limits when they roll on the road, but the front wheels can't turn at 360 degrees.
Then, depending on the behaviour you want to achieve, you'll have to set the front wheels or the rear wheels - or all of them - as motors (or as brakes).
You'll have to tune the friction parameters between your wheels bodies and your "ground" bodies to get the behaviour you'll need.
And finally, each frame of your simulation, you'll have to set the the maximum force to apply on each hinge and the requested speed.