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Sliding friction is more than rolling friction because the contact points between the surfaces grind against one another. This requires energy because to continue to move energy must be expended to break the barriers between the two surfaces. Rolling friction is less because the contact points on the circumference drop verticaly to the ground and then are lifted off the ground. Surface barriers then do not have to be broken. Think of a gear resting on a rack. If you try to push the gear forward without the gear turning the teeth of the gear and rack will have to break before they wheel moves. this is analogous to sliding friction. On the other hand if you allow the gear to roll on the rack then the teeth dont break and the gear rolls freely. This is analogous to rolling friction.

With regard to a wheel and axle I can only say that it depends on how the axel is attached to the vehicle. Ususaly the surface between the axel and the rest of a vehicle is connected by roller bearings so rolling resistance is what is important. If on the other hand the axel goes through a fixed sleave then sliding friction between the axel and sleave is what is important. In both cases however oil is used to help reduce friction.
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