How I set on the mesh as transparent , not the texture for collsion and how I can add the bone for the vehicle?
Do you want the entire mesh transparent, or a part of it translucent? Also, there is never a texture for collision, as it is not rendered.
To add a bone (assuming you're using Blender), select Armature from the "Add" menu, move it to the 0, 0, 0 point on the grid to avoid placement errors, and go into edit mode for the armature. Then move your bone into the position you want. If you need more than one, duplicate the bone in edit mode, not the armature in object mode. The armature acts as a collection of bones, so you should only need one in your model; otherwise, it could get glitchy. Once they're in place, name the bones (not the armature). To do this, hit "n", at type the name into the Bone Name box. Names for bones are usually:
hub0 - hub3 (or however many wheels you have)
mount0 - mount# (seats)
muzzlePoint (projectile launch point)
ejectPoint (shell ejection point)
mountPoint (item holding point)
Other names can be used for other purposes (i.e. custom animations).