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The first solid wheel car used animals pulled carts on wheels. It was built by mesopotamians in Central Asia/Middle East.
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The first vehicle to move by itself was the steam tractor. It was bulit by Nicolas Cugnot in France. THe steam tractor worked by pumping up and down to move the wheel.
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The first steam train was built in England by Richard Trevithick. It travelled 8 kph (kilometres per hour).