For example, I want to patent "square shape wheel". How I can check this idea has been patented?
First, the criteria for patenting your idea is that it be useful, new and not obvious. It could turn out to be proven to be old because someone did patent it. Or maybe someone wrote an article about it. Or there was one for sale in the 1889 Sears catalog. Or someone posted it as a half baked idea at www.halbakery.com (a real site)
So "a patent search" to see if you can get a patent might not just be looking at patents. But it is where you should start, right after just googling it. Squared shaped wheel brings up some interesting things.
The easiest place to search patents is also a google site google/patents. It now has US, European and international applications and can be free-form searched like google. Past that there are a couple of books on patent searching, and for some of those who do it professionally, there can be a "Zen" to patent searching.