The development of miniaturized machines that can actively cross barriers, navigate through heterogeneous materials and access remote sites can revolutionize environmental inspection and targeted therapy. Seminal work demonstrated the feasibility of following the example of flagellum for building wirelessly controlled microswimmers. However, unlike microscopic organisms, these mechanical devices cannot move in heterogeneous complex materials such as granular media and fibre networks. Furthermore, they do not have the ability to sense their local environment and react to changes in physical conditions. Addressing the sensing issue with traditional robotic solutions based on electronic circuitry would require highly sophisticated manufacturing processes and result in an order of magnitude increase in the size of the machines. Cells and microscopic organisms achieve motility inside tissues and soil by exploiting their deformable bodies driven by powerful muscles or actomyosin cytoskeleton. Manufacturing micromachinery from soft materials that are supplemented with a stiff backbone and empowered by strong magnetic components would address both mobility and sensing requirements. Soft and smart materials such as hydrogels allow implementation of bioinspired mechanisms that can exploit environment-machine coupling during locomotion. This avenue could enable a new generation of smart micromachines that can autonomously regulate their structure for adaptive locomotion. In this thesis, I am going to introduce several manufacturing techniques for building compound micromachines with programmable and adaptive mechanics. Some of techniques were originally developed for engineering tissues or building drug carriers from biomaterials. For our purposes, we are going to introduce a series of updates for exchanging biological payload with polymer and metal components. One of the major contributions of this project is the translation of advanced manufacturing methods from the bioengineering to the robotics community. Our goal is to fabricate modular mobile microrobots with multiple functional parts engineered from programmable materials. Magnetically responsive units that compose of metal microstructures embedded inside soft shells are going to be connected through a flexible backbone. In addition to static and continuous flow lithography, we will also take advantage of microfluidic hydrodynamic focusing to fabricate multiphase structures. Modules will be assembled together using state-of-the-art techniques such as sequential patterning with geometry-selective porous microwell arrays and guided self-assembly using railed microfluidic channels. These multi-component microrobots are going to be actuated with uniform magnetic fields that generate torque and bend the flexible body in various different ways. The undulation of the machine parts will generate locomotion inside heterogeneous complex media representing biological niches. We are going to run experiments in granular medium as it displays both solid and fluidlike behavior. Similar to worms and pathogens that can move switch between swimming and crawling motion by adapting their gates in response to local physical changes, our aim is to empower microrobots with the ability to autonomously tune their locomotion mode. These studies will lead to a better understanding of microscale locomotion and the technological advancements will open up unique opportunities to engineer advanced micromachinery.