All parts print in the orientation that they are saved in
I printed at 0.15mm to get the surface finish I was looking for but should print happily at 0.2mm also.
I would advise printing the wheel hubs at 100% infill for added strength but all other parts were printed at 20%
The roof should be glued to the cab, and the cab glued to the body.
The axles fit through the holes in the body and the tyres are held in place by the wheel hubs being screwed (Left hand thread) into the axles. If this is a tight fit you can print and use the wheel brace to turn the wheel hub. Do NOT overtighten as the threaded section on the wheel hub will shear quite easily.