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To build your own robot, you must first assemble several specific modules; this happens in the Workbench screen.
You can enter the Workbench through the gear button at the top of your screen.
On your left-hand side, you will find an arrow button which you can use to expand your Inventory screen. In the inventory you will find all of your available parts from which the Modules are assembled.
The Head of your robot is considered a single-piece module and it doesn't need prior assembly in the Workbench.