Is there any action for the Mouse Wheel available?
It's all about mapping. I don't think the default actions in PM have the mouse wheel, but what you probably will need down the line anyway is something like In Control, or some other extension that maps out more buttons and all devices. For example, I use In Control and it means all the Xbox controller buttons and sticks are mapped out in a way I couldn't get to work with just Playmaker alone.
Another one you can check is called Rewired, but you should also find more Recommended products show in the Unity Asset Store when you click on one of these two.
Maybe you will have to go through their docs or write a message on their forum or something to check they cover the mouse wheel specifically, and also make sure there are actions out there for the asset. I know In Control does have Playmaker actions.