The robot you create will have the microcontroller or full computer inside or outside of the robot body but will be controlled by the software.
An Arduino based robot may simply have you use the programs/sketches that you get from open source sites or you may modify that type of software or create your own.
At some point you may bring in other libraries that add more functionality to your robot.
You can consider using robot control software like Myrobotlab or ROS to make it easier to move your robot’s arms and legs and eyeballs around.
T