When the T-800 blasts through the concrete wall and steps through the hole it made, the rig holding the Terminator up can be seen very briefly sticking out of its back.
The T-101 and John arrive in the future battle with clothes and on a Harley Davison motorcycle. It was established in "The Terminator" and "Terminator 2: Judgment Day" that when the Terminators and the humans go through the time displacement field. They go through without clothes and metal and nothing living does not go through. The T-101 and John would had arrived in the future battle bare naked and the Harley Davison motorcycle wouldn't had gone through.