The vast majority of robots do have several qualities in common. First of all, almost all robots have a movable body. Some only have motorized wheels, and others have dozens of movable segments, typically made of metal or plastic. Like the bones in your body, the individual segments are connected together with joints.
Robots spin wheels and pivot jointed segments with some sort of actuator. Some robots use electric motors and solenoids as actuators; some use a hydraulic system; and some use a pneumatic system (a system driven by compressed gases). Robots may use all these actuator types.
A robot needs a power source to drive these actuators. Most robots either have a battery or they plug into the wall. Hydraulic robots also need a pump to pressurize the hydraulic fluid, and pneumatic robots need an air compressor or compressed air tanks.
The actuators are all wired to an electrical circuit. The circuit powers electrical motors and solenoids directly, and it activates the hydraulic system by manipulating electrical valves. The valves determine the pressurized fluid's path through the machine. To move a hydraulic leg, for example, the robot's controller would open the valve leading from the fluid pump to a piston cylinder attached to that leg. The pressurized fluid would extend the piston, swiveling the leg forward. Typically, in order to move their segments in two directions, robots use pistons that can push both ways.