The fascinating point of 2D and layered materials is that they can be assembled into van der Waals (vdW) heterostructures, in which atomic layers are integrated by vdW force. There are almost infinite potential combinations in vdW heterostructures owing to the multiple degrees of freedom, i.e., the choice of materials, stacking order, and lateral orientation angle at the interfaces. In this article, we review the fabrication technique of vdW heterostructures, which has played an essential role in the development of the 2D materials research field. First, we describe the primary technique of mechanical exfoliation to fabricate and identify high-quality atomic layers. We then discuss the assembly of atomic layers into vdW heterostructures. Finally, we introduce the recent advancement of fabrication techniques using autonomous robotic assembly. We hope this article would help the readers to acquire basic knowledge of vdW assembly and motivate them to fabricate vdW heterostructures.