The lug nuts on the wheel that hold the tire on must have been loose. Even if you properly torque down all of your wheels, if you don't use a star pattern to tighten the lug nuts down, than the wheel may not be flush with the wheel hub. If this is the case, than the lug nuts can loosen, and the wheel can come off.
Also, if your vehicle has loose traction arms, or tie rods (all parts of the suspension and wheel assembly), than the wheel can not only come loose, but it can fall under the car, causing a very dangerous situation. I would suggest watching a video on how to properly change a tire, before you remove or replace one yourself.
Turn the wheel clockwise.
Sounds like to me you need a wheel bearing
Sounds like wheel imbalance or possibly a bad wheel bearing(s).
It is probably a wheel bearing if it only does it while moving.
possibly your tires or a wheel bearing, listen at lower speeds, if you rock the steering wheel back and forth and it comes and goes it's probably a wheel bearing
The car will stop if the battery cable comes loose.
Sounds like your car might need either an alignment or the wheels have to be balanced.
Your alternator is not keeping the battery charged.
A car's steering wheel will vibrate when driving if the car's alignment needs to be adjusted.
if its while your driving it could be wheel bearings
Your car may need power steering fluid if it makes a buzzing noise when you turn the wheel.
bearings old tires shock observers steering wheel