Obviously, motors in a drive train are there to power something. That something is usually wheels, tank tracks, or legs.
Let's take a peek at each of these.
Although we cover them separately, a robot's locomotion is technically still a part of the drive train.
The majority of robots use the good ol' wheel for their mobility. Wheels are readily available, relatively easy to put into service, and extremely reliable. Many robots that use wheels use only two of them (or two drive wheels and two unpowered (idler) wheels, or two drive wheels and one idler wheel). The reason for this is simplicity of design. If you have four wheels—two drive wheels and two steering wheels—that's two extra wheels and a steering mechanism you have to deal with. Two drive wheels can do double-duty as steering wheels by simply turning the power of one wheel off (or running it in reverse) while the other wheel moves forward. This is often called skid steering or differential steering. The disadvantages of wheels are obvious: They can't climb over significant obstacles, or climb stairs (unless they're fancy wheels designed for this purpose, as shown in).
Another advantage of the wheel is that it is a very mechanically efficient device to use. Tracks on a tank drive need to be bent and unbent around each wheel. Legs need back and forth motion, which is electrically "expensive" (you gain nothing motion-wise from moving a leg backward, other than to position it for the next forward step). With wheels, all the energy that's sent to them are used directly for vehicular motion.
When traction and stability are really important, as with Martian rovers and competition robots, six or more wheels are sometimes used.
The cousin of the wheel is the tank track, two sets of wheels with rubber (or metal) belts connecting them on each side of the vehicle. Steering here works the same as on a two-drive-wheel robot: Stop or reverse one side, and the vehicle will slew toward that side. The advantage to this design is much greater traction. Tanks can climb up and down steep inclines that other vehicles can't handle. A major drawback to this type of locomotion is the mechanical complexity of building it. And, if you lose a tread, the whole side of your robot becomes "motion-liberated" (to steal a horrific technical euphemism). Skid Steeralsingo requires much more power on a track system. You're literally dragging around lots of rubber every time you make a turn.
I'll try to resist the temptation to quote from ZZ Top's song "Legs" here (oops, I guess I failed). Look around in nature. You don't see many animals with wheels. Wait, you don't see any animals with wheels. Evolution has decided that legs are the most versatile and hearty form of mobility. Eight out of ten roboticists agree, but making legs work on a robot can be difficult. They have to be powered in such a way that the legs on either side work in opposition to one another (one leg up while the other is down), and on bots with many legs, this can become very complicated. Then there's that drag called gravity to deal with. All of a sudden, you find yourself with numerous jointed leg segments to engineer, multiple servos to power and control, and some gnarly circuit designing or programming to turn all of this into a walking robot. Still, when it's done really well (like Honda's humanoids), a walking robot can go where other bots can't, like up and down stairs.