should the wheels be off the ground to do this?

Wheel studs are the threaded fasteners that hold on the wheels of many automobiles. They are semi-permanently mounted directly to the vehicle hub, usually through the brake drum or brake disk. Lug nuts are fastened onto the wheel stud to secure the wheel.

If you need the car in 4 jack stands, your garage is not the place to do such job IMO, especially on an expensive car; borrow a lift or get the job done by a pro. Having said that, you'd HAVE to do front first, since a raised rear would leave you no space to jack up the car in front.

If you get a flat tire on a hill and can’t coast to the bottom without killing the tire completely, park close to the curb, turn the wheels toward the curb, and block the downside wheels securely to prevent the car from rolling.

Any number of issues could loosen a tire, causing it to fall off while you are driving. Most of these incidents occur because of some kind of fastening failure. This could be because the lug nuts worked their way off, your wheel has broken lugs, or because the wheel studs themselves broke.

A bad wheel bearing can lead to uneven tire wear, which means you will have to purchase tires sooner. If a wheel bearing is missing, it is not recommended you drive the vehicle at all as the wheel can fall off entirely while the vehicle is in motion.