There's two types that I've seen.
First, there's the bolt together half rims but I've never worked on them. If you don't know what you're doing and undo all the bolts you can find in order to remove a tire from a vehicle you could have the outer half take off your head while you're bent down beside the wheel. They could be rusted together and not lose air until you've got all the bolts off.
Second, the multi piece wheels with a locking ring. I only worked on one of these and was scared enough to never touch another. These things will also rust together and will end up being tough to put back together. You use the air pressure in the tire to hold the ring in place but if it slips it'll take off in a hurry. If you're trying to hold the ring in place you'll definately want a wheel cage but you'll still be messed up.
Third, the wedge type wheel holders. Not part of the rim but still very dangerous. You need to undo the wheel nuts half way out or so and then strike the wheel with a sledge. The wedges will take off like rockets if you don't leave the nuts on to catch them.
There's quite a bit of dangerous stuff (energy stored in springs, air, hydraulics, etc.) on trucks so it isn't wise to "learn as you go" when working on them.
Steve