A robot is a physical device capable of independent movement. It has a software component to steer it, but does not necessarily have (artificial) intelligence.

The word "Robot" was coined by Czech writer Karel Čapek in his play R.U.R. (Rossum's Universal Robots). It comes from a Czech word meaning labour.

On Artificial Intelligence Stack Exchange, we are interested in how AI relates with these physical devices.
If you are interested in the physical aspect of robots, like the electronical or mechanical aspects, you should visit Robotics Stack Exchange instead.