I know you want to make your own, but if I were you I would just find some beat-up trains at a yard sale, or a thrift store and take the wheels off and throw the rest away. The other thing you can do is just buy the wheels from a train store or hobby store. Sorry, I haven’t answered your question directly. I have no idea how to make them.
If you don’t have a several hundred dollar lathe and know how to use it, or have experience in precision casting, it is absurd to do battle with the tiny tolerances you would have to work in to get the flange the right size, the wheels round and the spacing on the axle perfect when the parts can be had for a few dimes. This site offers 12 wheel and axle sets for $2.97 or under 25 cents each and ones that don’t require painting will be not much more.