All of the parts and pieces of the robot were created as separated objects. If we try to move them around now, the result of the movement won't affect other objects. To fix that and make the robot behave like a single object while still enabling the creation of animations and movements in parts such as arms, legs, and joints), we have to set up a hierarchy. In 3D animation software, it's also called parenting an object to another. For instance, we can make the foot of an object to be parented to the leg.
In this case, the foot will be a child object in relation to the leg, and every time the leg moves or rotates, the foot will follow the same transformations. However, when the foot is transformed around, the leg won't suffer any transformations.
To parent objects in Blender 3D, we must select the objects and press the Ctrl+P keys. The selection order is quite important in the parenting setup, and we must always leave the child objects first. For instance...