Conventional deformable wheel systems in robots and other mechatronic systems face significant challenges in achieving miniaturization, intelligence, and integration. To address these issues, we propose a novel integrated structural design method and four-dimensional printing strategy for deformable wheels capable of shaping among multiple programmable direct-driven deformation configurations. The load-bearing capacity of the printed wheel is strengthened by employing deformed components in various locations and actuated states. Additionally, a novel analytical design method is presented to determine the structure, actuation, and deformation parameters of each component under complex coupled deformation. Our findings reveal that the designed wheel can transform into three different configurations, exhibiting desired deformations of 12.5% in the radial direction and 19.6% in the axial direction. It also demonstrates robust deformation behavior and structural stability under multi-directional loads. By integrating a terrain sensing system, the designed wheel exhibits highly adaptive deformation capabilities on various terrains, showing great potential for exploring complex environments.