Setting the animations based on key input is easy, but it won't work as good as using something procedural that takes in to account the Car's acceleration and speed. The event that does that isn't that complicated.
It goes like this: Every tick---> Set the Wheel's rotation speed to 360 * Car.Platform.VectorX / (2 * pi * Wheel.Width/2).
Which basically means: Constantly (Every tick)---> Rotate the Wheel (something that is being handled by the "Rotate Behavior") with the angular speed of a full circle (360), multiplied by the Car's moving distance on the horizontal axis (Car.Platform.VectorX), divided by 2 Pi (2 * 3,14), and multiplied by the Wheel's Radius ( Wheel.Width/2).
In regard to the gradual angle adaptation, I've updated the example to include a way to do it, you can fiddle with the values to get a better result. Also, adding more in-between slopes might help smooth the car's path.
On a final note, I think that the only way to achieve a good result is to add a suspension mechanism, otherwise it will always look somewhat funky. Perhaps there are other, better and easier ways to make a suspension, other members may input something useful on that subject...