Hi Edward,
It can be done. I wouldn't necessarily recommend it, especially if you may be taking it on the road. If you own your land and don't plan to be "traveling" with it on any sort of regular basis, it might make more sense to hire a mover to relocate the house when/if the time comes. In any case, you'll want to include solidly integrated connection points into your building plan. These should be solidly anchored to the interior bones of the structure. Mere surface connections to the trailer would be dangerous.
Also, if you're planning on building with inert materials that may be heavier, such as tile or stucco, you risk a lot of damage as the house flexes through the jacking, blocking and winching process. If you aren't, yourself experienced, seek the guidance of someone who is.
Best wishes,
Angela