First, you need to define what a "robot" is. Then decide on the term "simple" (clear, inexpensive, easy to manufacture). Many simple things are harder to do than complex ones.
After these reflections, we can take up the technological issues of construction. :)
For the simplest robot, Lego will be enough. There is nothing funny here with due diligence, you can collect a very good copy. For robotic technology, the level of the Japanese dog Aibo, you will need a lot of knowledge and iron, plastic, microcircuits, wires, a couple of bulbs and a speaker, as well as hinges and control skills with a soldering iron to put it all together and make it work. For the sample that is on the cover of the question, you will need the 3Ds max program, since I don't see any other production options.