If someone is 'Hell on Wheels', it means that they are difficult to deal with, or very driven to accomplish something. In this case the series revolves around the building of the railroad. Therefore it refers to the original meaning of the idiom, which is the settlement which followed the workers on the front lines of the railroad... the saloons, brothels, etc. Because so many bad things happened there on a daily basis, it was referred to as Hell on Wheels. By the way, I just started watching the first season last week and really like it so far.

As with most idiom, it has many meanings. To go to hell on wheels is to race rapidly to a bad destination or that others will find it difficult to deal with the person behaving that way. A person who is hell on wheels is a person in a bad mood or one who behaves in a contrary manner. A sleep deprived new mother can be hell on wheels until she either she adjusts or the child(ren) allow her more sleep.