Generally you would design a 3D structure for a complete robot in 3D modelling software such as Solid Works or Blender 3D. The electronic components can be simulated with a designed circuit board using programs such as Proteus VSM or MultiSim. In terms of what the robot will do, it can be coded to do anything you can imagine providing the design you have created and the components you are using are suited to the intended task.
You can also use the Lego Mindstorms kits to prototype robots using simplified drag and drop code and Lego components to build a design. More complex designs will require more kits but it is good fun!
It depends how “finished” you want the robot to be – if you just want it to work, you can basically just have a prototype using something simple like an Arduino, you just need the components for whatever it is you want the robot to do, usually involving stuff like LEDs (lights) and motors. There are plenty of projects here: https://www.instructables.com/circuits/robots/projects/ which give you step-by-step intructions on how to build some!
No matter the level though, you always need to start with an idea. This usually means finding a problem you want to solve, coming up with different ways of solving that problem and looking at solutions which already exist, figuring out if it’s possible for you to actually build your solution (if not, back to the drawing board!), coming up with a detailed plan for what you need and what you’re going to do, and then building and testing parts of the design until those bits work, and putting them together – things sometimes stop working at this step, so more testing and fixing is usually needed and this is okay! Although the code can look scary sometimes, depending on what you’re making, the code can be the easiest part.
I think I’d be able to code one if I made it myself, but it would involve a lot of googling! If a robot already exists though (like LEGO Mindstorms as Rob Husband mentioned) usually the coding part is made nice and easy for someone to be able to make the robot do what they want.
There are a lot of different ways you can do this, depending on whether you really want to make everything totally “from scratch”. I’ve done a bit of robotics teaching and one that I like a lot for beginners is called the MBot. It is made from a computer called an arduino, you can get lots of different attachments like sensors and code it to do things like follow a line, stay inside a box, flash lights different colours, play music, etc.
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