A DF loop that could be used manually is quite simple.
Look up 'loop antenna' on a search engine for plenty of designs. (especially on HAM or DX forums.) Basically this is a number of turns of wire on a frame or inside a copper pipe (if the 'E ' field needs to be shielded) which forms a parallel resonant circuit with a capacitor usually a variable type. another single insulated turn is used to connect to the receiver.
There are more elaborate systems which can combine the signal from an omni-directional whip or wire antenna in such a way as to cancel with the loop's signal when it is oriented one way, but not when turned by 180 degrees. still a quite simple electronic circuit.
I doubt if the 'Automatic' part can be done simply. You are talking servo or stepper motors, and PIC controller. Certainly do-able, someone in to robotics could help here.
You need to break the project down in to parts. An RF hobbyist may not have the knowledge or inclination to build the servo and PIC part, and a robot expert may well not have much RF knowledge.
Best of luck
Andy