To rob is to steal something using violence (or the threat of violence). A criminal might rob a bank by pretending to have a weapon.
Use the verb rob when you're talking about a crime — like when a bandit robs a train in the movies, or an outlaw robs the general store on TV. You can also use it to mean "deprive," as in "Having to ride my bike to school is only going to rob me of my energy by the time I get there." Rob comes from the Old French rober, "rob, steal, or ransack."