The largest of the powerloss is probably caused by the friction between the gears.
The powerloss in an transmission is what makes it hot as the energy is lost as friction heat.
The Formula One gearbox on the image above loses about 5% of the engine power on the way to the wheels. In normal transmission the loss is higher, the F1 gearbox is likely more efficient due to its straight cut gear which also makes it noisy.
There was one part missing in the pictures above; the clutch which can look like this:
The parts shown on the pictures above are racing parts, the principle is however the same.
In construction equipment like excavators the power transfer is often done with hydraulics instead, the engine powers a hydraulic pump which powers small hydraulic motors at the wheel hubs and in diesel locomotives the engine usually powers a generator which delivers electricity to electric motors which drives the wheels.