No, she doesn't *need* a wheel, but a lot of pet chins seem to like having something to do when they're in the cage between playtimes.
As for getting her used to you, the best thing you can do is just leave her alone. The first week or two, she's getting used to the routines, the smells, the noises, the people, and the more you handle her in that time, the longer that'll take. Too many stimuli aren't going to get her to love you. After a week or so of "feed, water, healthy treat, and hands off" treatment, I'll usually sit near the cage and just do my thing-- Facebook on the laptop, read a book, whatever-- and let them see me, hear me fidgeting around, whatever. If they show interest I'll put a hand against the bars or stick a finger through for sniffing and nibbling, but work slowly toward touching the chin over a couple weeks.
I also sing to them. All 3 of my boys are named after songs, so they get "their" song sung to them while I'm cleaning etc. In general, chins seem to respond to music moreso than other small animals. (My cats don't care that I'm listening to the acoustic version of If You Could Only See by Tonic: Could YouBe Love is standing against the front of the cage staring at me/the laptop.) A radio on very low or a TV left on is a standard in some chin barns; they seem to like the 'entertainment' which is part of where the wheel comes into play too. And don't forget plenty of hanging and toss toys for them to nibble. You're providing environmental enrichment + helping them develop good teeth habits that way. I spend more on toys in a year than I *ever* will on food, and I've only got 3!