Caesars Palace is a licensed tie-in to the Caesars Palace brand of casinos for the NES. In the game, you get to play a number of gambling games in the titular Caesars Palace: Roulette, Video Poker, Slots, Blackjack, and the Big Wheel. Leave the casino with enough money gained from your playthroughs and you get a car based on what you have.
ShesChardcore opts to play the Big Wheel in order to get the minimum required ($140,000) to get the best car, a red Ferrari-looking sports car, as fast as possible.