Soft structures driven by magnetic fields exhibit the characteristics of being unencumbered and rapidly responsive, enabling the fabrication of various soft robots according to specific requirements. However, soft structures made from a single magnetic material cannot meet the multifunctional demands of practical scenarios, necessitating the development of soft robot fabrication technologies with composite structures of diverse materials. A novel enhanced digital light processing (DLP) 3-dimensional (3D) printing technology has been developed, capable of printing composite magnetic structures with different materials in a single step. Furthermore, a soft robot with a hard magnetic material-superparamagnetic material composite was designed and printed, demonstrating its thermal effect under high-frequency magnetic fields and the editability of the magnetic domains of the hard magnetic material. The robot exhibits a range of locomotive behaviors, including crawling, rolling, and swimming. Under the influence of a 1-Hz actuation magnetic field, the normalized velocities for these modes of motion are recorded as 0.31 body length per second for crawling, 1.88 body length per second for rolling, and 0.14 body length per second for swimming. The robot has demonstrated its capacity to navigate uneven terrain, surmount barriers, and engage in directed locomotion, along with the ability to capture and transport objects. Additionally, it has showcased swimming capabilities within environments characterized by low Reynolds numbers and high fluid viscosities, findings that corroborate simulation analyses. The multimaterial 3D printing technology introduced in this research presents extensive potential for the design and manufacturing of multifunctional soft robots.