The wheels don't transfer carbon marks and they aren't so hard that they could dent the wood. But, you have to be careful where you use the vac before going onto a wood floor. You could get a chunk of something abrasive stuck into the plastic tire (thinking of the Mini here) that could cause damage to a floor.
I've found the wheels can get nicks and scratches in them if the wheels are used on rough concrete a lot. It is possible for the wheels to do minor damage to wood floors. For the most part the wheels pretty hold up well and aren't a problem. If you think your wheels may be scratched you can use fine sandpaper to remove any of the burrs. I've also used blue painter's tape on the wheels when I was on a job with a very demanding home owner, just to make sure the wheels didn't do any damage.