Rovers are a new feature in Version 0.19. They are ground vehicles equipped with wheels, allowing them to travel around the surface of a planet.
To build a rover, you have to add wheels to your vehicle. You find these in the utility section. To allow the vehicle to drive straight, the wheels must be parallel. But they detect automatically in which direction they are facing, so you don't have to worry about placing them backwards.
Wheels require lots of Electricity to operate, so a rover should be equipped with generous energy storage in form of batteries and/or a sustainable energy supply in form of solar panels or radioisotope generators. Most players prefer solar panels due to their lower weight. But keep in mind that extended solar panels can easily be destroyed by atmospheric drag when on a fast-driving rover on a planet with atmosphere.
To create a rover which is easy to control, you should try to build it relatively wide and with a low center of mass. This makes it much harder for the rover to topple over when driving fast curves, accelerating or breaking. Rovers are less stable when in low gravity, so a rover which is almost impossible to flip over on Kerbin might still require some care on Minmus, for example.
Per default, a rover is controlled with the keys A, D, W and S. Unfortunately these keys also control vehicle rotation, which can make a rover completely uncontrolable on planets with low gravity, so many players map the rover controls to different keys in the settings menu.
When driving a rover, you have to be aware that the wheels are flimsy. When they experience strong impacts, they can get "broken". In this state they are still intact as a part, but do not work as a wheel anymore. The impact threshold for this to happen is a lot lower than the actual impact tolerance listed in the parts menu.