We examine the ability of a swarm robotic system to transport cooperatively objects of different shapes and sizes. We simulate a group of autonomous mobile robots that can physically connect to each other and to the transported object. Controllers — artificial neural networks — are synthesised by an evolutionary algorithm. They are trained to let the robots self-assemble, that is, organise into collective physical structures, and transport the object towards a target location. We quantify the performance and the behaviour of the group. We show that the group can cope fairly well with objects of different geometries as well as with sudden changes in the target location. Moreover, we show that larger groups, which are made of up to 16 robots, make possible the transport of heavier objects. Finally, we discuss the limitations of the system in terms of task complexity, scalability, and fault tolerance, and point out potential directions for future research.