My sim just bought Lost Willow Park (a property) and added the Gypsy Wagon to it, which turned it into a building worth $16,000. Since this is what the Gypsy Wagon is worth when placed on an empty lot, it seems to me that you should be able to place the Gypsy Wagon at the beginning of a game even though it's in the community objects section rather than the buildings section.
Also, this might pose a problem for Immortal Dynasties in some towns if there are only 8 properties to begin with.