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Can you describe in detail about the bug? 

In the first step, you need to assemble the  rock and rotate it first, because some bugs in Rigidbody, the rock easily gets stuck in the ground

I tried, but pressing up or down doesn't rotate anything : it just put the connected part further apart from our wheel

Perhaps you have pressed move and rotate at the same time, which will separate the linked items further. Technically this is a bug, but I kept it because I thought it was quite funny. If you don't want this to happen you can do a separate rotate or move operation