[quiof]

The first example that we know of is the arc "The Invisible Empire" from Federal Men by Jerry Siegel and Joe Shuster in New Comics #8-10 (1936).




http://brad-ricca.com/history-proves-again-and-again-siegel-and-shusters-atlantic-rim/

https://ultraboy8888.wordpress.com/2014/08/09/new-comics-9-federal-men/

http://fourcolorshadows.blogspot.com.br/2011/11/federal-men-siegel-and-shuster-1936.html

http://dccomicsartists.com/superart/JOE_SHUSTER2.htm

http://mikegrost.com/federal.htm

The brazilian comic strip Audaz, o demolidor by Messias de Mello debuted in A Gazetinha #445 (December 17, 1938).


The brazilian comic strip Audaz, o demolidor by Aruom (scripts) and Messias de Mello (art) debuted in A Gazetinha #445 (December 17, 1938), in this issue, Superman made debut in the country. The first arc was published until 1940.



Between 1948 and 1949, another arc by Lindbergh (script)  and Messias de Mello (art) was published  in the same supplement.


http://artistamessiasdemello.blogspot.com.br/

https://www.flickr.com/photos/messiasmello/

http://www.messiasdemello.com.br/

according to Overstreet's Comic Book Price Guide, Bozo the Iron Man was the first robot to appear in a comic book cover, but, however, not he, before he and the Audaz. In fact, the first robot in a magazine cover was a robot created by Herg

[quiof]

It was discovered that Audaz was actually created after a Mexican series did not have a continuation
http://comicsgoldenage.blogspot.com/2017/02/invictus-by-leonel-guillermopietro.html

[paw broon]

As the UK had as many story papers (which we all called comics back then) as comics, perhaps this issue #1 of Scoops precedes the Audaz cover and the strips:-
https://comicbookplus.com/?dlid=69611

This page on robots in cartoons in the '20's on might interest some of us:-
https://cartoonresearch.com/index.php/we-robots-part-1-the-20s-and-30s-animal-automatons/

Another story paper (pocket size) was Boys' Friend Library.  This cover from 1931 might qualify as well.
A cover from Modern boy, yet another story paper.
Slightly later there were other robots in both comics and story papers.

[The Australian Panther]

The Curious Origin of the Word ‘Robot’
https://interestingliterature.com/2016/03/the-curious-origin-of-the-word-robot/

‘Robot’ makes its debut in the English language, perhaps surprisingly, during the Victorian age: the first citation is from 1839. But it doesn’t refer to the humanoid machines of a million science-fiction novels and films made since, but rather to a ‘central European system of serfdom, by which a tenant’s rent was paid in forced labour or service’ (OED). This word came to English via the German, though the word ultimately derives from the Czech robota meaning ‘forced labour’ or ‘slavery’. Not a very pleasant etymology; though the Austrian Empire banned slavery in 1848, which is something.

The modern meaning of the word ‘robot’ has its origins in a 1920 play by the remarkable and fascinating Czech writer Karel Čapek. The play, titled R. U. R. (Rossum’s Universal Robots), begins in a factory which manufactures artificial people, the ‘universal robots’ of the play’s title.

The concept of '[Artificial men or metal men'] goes back al lot earlier, but the term Robot is post 1920.
The idea of '[the Golem'] also comes to mind.
Looking at Capek'[s original concept, puts me in mind of Dr Who's '[The Cybermen'] 
cheers!