Wheels covering first of rough terrain in US city (7)
I believe the answer is:
orlando
'us city' is the definition.
(I've seen this before)
'wheels covering first of rough terrain' is the wordplay.
'wheels' becomes 'OO' (O looks like a wheel).
'covering' means one lot of letters goes inside another.
'first of rough' becomes 'r' (1st letter of 'rough').
'terrain' becomes 'land' (I've seen this before).
'r'+'land'='rland'
'oo' going around 'rland' is 'ORLANDO'.
'in' is the link.
(Other definitions for orlando that I've seen before include "Romantic lead in "As You Like It" - the Marmalade Cat" , "US city" , "Rosalind's lover" , "Shakespeare hero - book by Virginia Woolf" , "Floridian city of Disney World" .)