After I finished my 1st manual book, I found out that my crane wheel can't move. May I know which part that I did incorrectly?
LEGO Technic sets are the most complex builds in LEGO's selection, and they are not forgiving. Any little mistake, and the model won't work. LEGO Technic sets are not easy to build, as you have to pay careful attention to each and every step. In addition, if you do make a mistake, the models are not nearly as easy to take apart as regular LEGO sets.
Your issue could be anywhere. It could be a mistake of where you connected a part, you could have used the wrong part in a step, or it could be that you made one or more of the connections too tight.
Unfortunately, there is no way around it; you will have to retrace your steps and disassemble the model until you find the issue. You could take apart the whole thing and start over, or you could reverse your steps carefully, until you find the problem.
To avoid such issues in the future, you should test that everything is still working after each step. In other words, if you are adding working gears in one step, and in the next step you are instructed to add more gears or some other components, test to make sure that everything is still working correctly when you add the additional parts. You should do this after every new section. It makes building a bit slower, but it assures that the finished model is working right.
Although LEGO Technic sets are challenging builds, they are also some of the most rewarding. You can learn quite a bit about mechanics, engineering, and complex machines.