Sliding friction occurs when two surfaces move laterally with respect to each other. For example, if you press your palms together and slide your left hand up and your right hand down, you create friction which you can feel as heat.
For a rolling object like a wheel, however, the two surfaces are (in the ideal) notmoving laterally with respect to each other. When a wheel is standing still it is resting on the surface at the point of contact; when it rolls, that point of contact doesn't move laterally (i.e., it doesn't slide); a new point of contact lowers to rest on the surface and the old point of contact lifts up. Rolling a wheel is like walking - you plant one foot solidly in front of you and lift the one behind you - except that the wheel is continuous, constantly lowering a new point of contact infinitesimally ahead of the old. For example, if you press the heels of your palms together and then raise your elbows so that your palms separate and the pressure rolls up into your fingers, you mimic the roll of a wheel and create no friction.
Of course, no wheel is ideal: we'll get friction at the axle if the wheel has to rotate with respect to a static object, irregularities and pressures in the wheel itself might cause some sliding friction as the wheel expands or contracts, and (obviously) a pragmatic wheel has to experience some resistance to keep it from sliding sideways, or to achieve acceleration or braking, But the purpose of rolling is to try to avoid sliding friction by constantly changing the point of contact without laterally sliding one surface over the other.