Its actually much simpler than it sounds.
You write software on your PC that does all your heavy work, then it sends commands to a mcu. The mcu then controls low-level stuff.
The mcu also reads in sensors, and sends that data back to the PC over USB/bluetooth.
Remember my ERP/bluetooth demo video? Its exactly like that, except instead of my typing in commands, its being fed in/out of another program on a PC. The program just needs to be able to read USB port data, and you're set!
RoboRealm with the Axon is a case in point.