One of those 3D printed non-round gear toys. They could immediately appreciate both the impressive technology that went into designing and manufacturing it, and that it has no use whatsoever. Which would be a trip.

You actually can, although I don’t know how rugged the result is. You probably could make a heavy, one speed bike out of wood with like, wheels that are just big disks. I’m not sure if it would beat walking, especially before purpose built roads were common. That being said, they might at least think going down a hill at speed is fun, which is what the first bikes were made for.

For a modern-style bike, the wheels are more of an engineering challenge, as is centering the various parts and ensuring a tight fit. Modern machine parts are made with micrometric precision, which involves surprisingly simple tools, but a whole lot of science and technique.

If it was a few thousand years later after horses were introduced, they could copy the concept of tension wheels for their chariots.

Or wood. Mills used wooden peg gears to great effect for a long time.

The bigger challenge is to have enough jobs worth doing with gears to keep craftsmen trained, since making a smooth turning gear by hand is a thing. If this is Rome, there will be, but they already had some knowledge of gears. If it’s cavemen there’s not a chance.