*ahem*
What he means is that Dwarf Fortress is not a "Steampunk Dwarf" game. It's a game where anything past about the 1400s technologically is generally off-limits in vanilla.
Wagons have existed for a while, and are temporarily out of commission. They are just that, however, wooden wagons.
Now, with moving fortress pieces, it may certainly be possible to have some sort of very odd contraption that could resemble a very large robot, however, this is the sort of thing you should probably mention in the
Improved Mechanics thread after you have read through a bit of it.
Since you appear to be very new to this, I should also mention that you should look to the section of the forums above the actual threads, and see the forum's specific rules about looking at the devpages to make sure your ideas aren't already in the works, and that it is reccomended you search for similar ideas, so that you aren't simply repeating a common idea. (Not that this thread is a bad example of the latter, but many new posters don't read those rules, so it is worth mentioning.)
EDIT:
Also, DF Fortress Mode Forum would probably be kinder to speculation of what you can potentially do when the moving fortress parts come in. Unless you are suggesting specific mechanical pieces that actually be implimented (in which case, Improved Mechanisms might be appropriate), then you're just talking about what you hope to do with the individual pieces and components that are on the devpage, and the Fortress Mode Forum is where you will find people more willing to indulge in speculation like that.