the wagons will enter randomly wherever there's a free 3x3 on the edge of your map. sometimes a little bit next to one of those spaces so that its possible for them to enter and immediately break on a tree. i'm not sure about the exact nuance here.
in any case, if you want to control where they appear, make a channel all around the map -- leaving only the place(s) where you want them un-channelled.
from there, run two or three 3x400ish tile entrance tunnels around the rim of your embark. these will suck in an entire siege if you engineer it so that you can switch them into 1200 long tunnel, preferable with shortcuts that make them dodge over a deep pit near the business end of the tunnels. equip that with single weapon weapon traps that you can block off and you have the start of something good
once you have the materials, you can fence off the entire outside to guard against bowmen and start to take all fighting underground. don't bother with fortifications to attack anyone that's not had to walk at least the first 400 tiles or you take the risk that some guys won't ever come in.
extra points for putting your first furniture artifact just before the last bridge with a way to drop stuff onto any building destroyers admiring your stuff. that lets you cage them and insures that you can get out again with ease.
ok, got a little off-track here, but yeah, you can control where the wagons come with ease. give it a go. more extra points if you integrate the terrain and any water so that you keep the surface pristine and have a way to wash syndome yuck out of the tunnels.