A really classic everyday way of looking at it (as Blint said, the legal system has very specific definitions it uses) is that you steal from someone when the person is not there and you rob them when you take it from them directly. When you come home to your house and find it was broken into and your money is gone, that was theft. Someone stole your money. On the other hand, when the person confronts you on the street and forces you to give them your money, maybe by threatening you with a weapon, that's commonly referred to as a robbery, not a theft. The normal collocation would be they robbed you, not they stole from you.
If you parked your car and came back to it later and it wasn't there, someone stole your car. If they tried to take your car from you while you were in it, we have a special word for that called carjacking, derived from hijacking. Sometimes they pull you out of the car and take the car and sometimes they jump in the car and don't give you a chance to get out of the car. I would tend to consider that more robbery than theft.
As the examples above have shown though, there aren't necessarily precise dividers between the two ideas and the two words in every case. There is some overlap and there are some gray areas.