Due to the unique advantages of untethered connections and a high level of safety, magnetic actuation is a commonly used technique in microrobotics for propelling microswimmers, manipulating fluidics, and navigating medical devices. However, the microrobots or actuated targets are exposed to identical and homogeneous driving magnetic fields, which makes it challenging to selectively control a single robot or a specific group among multiple targets. This paper reviews recent advances in selective and independent control for multi-microrobot or multi-joint microrobot systems driven by magnetic fields. These selective and independent control approaches decode the global magnetic field into specific configurations for the individualized actuation of multiple microrobots. The methods include applying distinct properties for each microrobot or creating heterogeneous magnetic fields at different locations. Independent control of the selected targets enables the effective cooperation of multiple microrobots to accomplish more complicated operations. In this review, we provide a unique perspective to explain how to manipulate individual microrobots to achieve a high level of group intelligence on a small scale, which could help accelerate the translational development of microrobotic technology for real-life applications.