They are very easy to make! You can find everything you need for a Robot, in the picture above!
First you have to build up the arms!
Just use some metal wire and twist it till the length you want.
Be aware not to leave some sharp edges! Use some tape to avoid this.
TIP: To hold the wire to the servo motor in place, fix it through the little holes on the servo.
Then to make the body just cut a peace of cardboard not to thin and not to thick :S
Fix the 2 pieces of cardboard with the motor, using one clip.
The other 2, one has to be clipped on one card and rear, and the other one on the other card and in front of the middle one with the motor.
TIP: Made a hole enough large to let free movement for the arms.