[quote=Vortex]
Remember the Daleks used to be another species called Kaleds from Skaro. They were engaged in a seemingly never ending war with the Thals and eventually a scientist called Davros found a way to win the war: The dalek armour. So when they were still humanoids they built the Dalek armour with their own hands afterwards they used slaves.
[/quote]

^ This guy's got it. 

Also it's possible that some mutations of the Dalek race eventually re-evolved appendages that could help them construct their armor - for example I vaguely recall that one of the Dalek groups in Remembrance of the Daleks had pincers or something.