You can install one through hybriding if you take it from an other car that's 4WD like you want. However, in hybriding you can pretty much only set your parts through codes because when you go into the settings menu, the game reloads the car's default upgrades until you load an other race.
So for example, say you put a 6-speed transmission on car that usually has only 5, you'll be able to set the 5 gears in the menu, and you'll have 5 gears in the race if you don't quit tot he menu, then reload the race again. but the 6th gear you won't be able to set from the game.