Everything Jura said was correct, but it doesn't apply to your exact phrase. If "the wheels are already in motion" then it's too late to go back and change something prior to "setting the wheels in motion" or getting something started as Jura said. It's like saying "Oh well; it's too late now."

Set the wheels in motion: When you set the wheels in motion, you get something started. http://www.usingenglish.com/reference/idioms/set+the+wheels+in+motion.html

Correction: "The wheels are already in motion." When you set the wheels in motion, you get something started.

It means that something is already started, for example an advertising campaign, and to stop it would be difficult or impossable. Some set of events that would be difficult to stop or get going in a different direction.