This paper proposes a deep learning (DL)-aided multicarrier (MC) system operating on fading channels, where both modulation and demodulation blocks are modeled by deep neural networks (DNNs), regarded as the encoder and decoder of an autoencoder (AE) architecture, respectively. Unlike existing AE-based systems, which incorporate domain knowledge of a channel equalizer to suppress the effects of wireless channels, the proposed scheme, termed as MC-AE, directly feeds the decoder with the channel state information and received signal, which are then processed in a fully data-driven manner. This new approach enables MC-AE to jointly learn the encoder and decoder to optimize the diversity and coding gains over fading channels. In particular, the block error rate of MC-AE is analyzed to show its higher performance gains than existing hand-crafted baselines, such as various recent index modulation-based MC schemes. We then extend MC-AE to multiuser scenarios, wherein the resultant system is termed as MU-MC-AE. Accordingly, two novel DNN structures for uplink and downlink MU-MC-AE transmissions are proposed, along with a novel cost function that ensures a fast training convergence and fairness among users. Finally, simulation results are provided to show the superiority of the proposed DL-based schemes over current baselines, in terms of both the error performance and receiver complexity.