When you say modify do you mean using the GT auto facilities (i.e. buying / changing the wheels) or do you mean modifiying as in tuning??
Alot of cars that are standard cars (not premium cars) can't have their wheels changed, painted or for a few, no aerodynamic devices are available.
The race modification option (in GT auto) only applies to 17 cars, there is a sticky thread for this.
Most premium cars are the opposite, there are more aero options and you can chnage or paint the wheels.
Go to your garage and see whether your car is in the premium or standard part of your garage.
Virtually all cars can be modified in some way shape or form through the tunng facility, some cars can have most of the parts available fitted, other cars can only have a few. This is not usually determined by whether they are premium or standard, this is determined by what sort of car they are i.e. race cars and special edition road cars have few options, whereas normal road cars tend to have most options available.
EDIT:
I'd already starting typing this before Daan's reply - I'm not very fast at typing!