The arms will be created with a few primitive shapes as well, just like the rest of the robot body. It will be exactly three cubes and two cylinders. Both cylinders are created with the default options but scaled down to fit in the shoulder and elbow. For the arm and forearm, we will also use two default cubes with a scale transformation applied to make the object look like the following image:
For the hand, we will add a few extra transformations. Add a cube and, while in edit mode, select the face pointed in the following image and extrude it once. When the first extrusion is created, select the other face pointed and extrude it again: