As a new type of medical equipment, capsule robots are actuated wirelessly by space magnetic field, which have important application advantages in the diagnosis and treatment of gastrointestinal diseases. Active locomotion is the basis of medical operation for capsule robots, as well as an important guarantee to avoid misdetection and retention in the body. Furthermore, the pose estimation of the capsule robots in the gastrointestinal tract can provide accurate information for medical operation and improve work efficiency. Specific medical operation is one of the ultimate goals of capsule robots, and it is the key to realize the non-invasive diagnosis and treatment technology. Moreover, replacing traditional chemical batteries with wireless power transfer technology not only reduces the dimensions of the capsule robots, but also provides unlimited possibilities for the development of medical operations. In this work, the state-of-the-art capsule robots are reviewed according to the research directions of the locomotion, pose, medical operation and wireless power transmission reported from 2018 to 2023. In light of the four main directions of the capsule robots, some important research achievements and approaches are summarized. In particular, some outstanding advances on innovative structure, efficient methodology and appropriate application of the capsule robots are introduced in details. Finally, an overview of the significant issues occurred in the capsule robots is reported, and the developing trends are discussed.