Normally, a robot structure is built, and they use lego as a plastic, light, small component to build the robot, and it has some standard to do so. I'm in Vietnam, I don't play with lego robot, but once, I play with my younger brother with his lego, and I found lego has many component that we may use identically as mechanical components.
I tried to build a small arm to lift up a tiny package, and feel funny. The structure i posted is not my lego robot, it's mechanical. However, I know, with lego stuff, we can do it.
For example, we use a light wire, to pull up something with a small motor. I think tiny stepper is suitable for lego (I don't have much experience on lego), because it may give you a strong torque and can hold on everywhere.