is there a reason some toys are in their own case? Also, the toys seem to have a distinct black base, is that to connect them to a device I'm not seeing?
But this robot arm is (sadly) only available with the first machine. You have an icon for it on the screen next to the machine where you adjust the machine. Just click on it and the options for the arm will appear. As soon as the arm is activated, you can put a dildo on it.
