Once you've assembled your Modules, you should head back to the Garage to build your robot out of them; you can do that via the "robot head" button on the top of your screen.
In the Garage, select an empty assembly platform from one of the buttons of on the bottom of your screen. (If you have already built robot on all available platforms, you should either purchase new Garage slots, or destroy one of your existing robots to free up space) You should start by placing a Chassis module on the platform. Next, drag a Body on top of the chassis. Finally, you can attach your Weapon modules to the Body. (You will be allowed to enter battle without any Weapon modules attached – do so at your own peril, however!)
In the Garage, your inventory has two additional filters that are unavailable within the Workbench – Heads and Accessories.
Heads
Heads are a mandatory prerequisite for a robot, so you should select one of those available to you and attach it to the Body module. If your Head ever gets destroyed, your robot controls will be scrambled and this could make winning a battle a lot more difficult.
Accessories
Accessories may range from funny looking hats to goofy glasses, and more – they can all be found in the Inventory. They have no direct impact on gameplay.