in keyshot you don't have to add connection between objects,let me explain by showing you animation of this model
on left side you can see.... their is only 4 types of animations i added...
1 for 4 tires and other 3 for whole car rotation and translation
you can drag animation bar your required position
it is animation wizard.... see very simple... you want to rotate camera or model.. just select it
i am going to rotate tire of car
just select any part you want to rotate... or whole assembly...
here you can set axis of rotation.. speed of rotation and time of animation.... that's it... just play its done :)