The assembly of active and self-propelled particles is an emerging strategy to create dynamic materials otherwise impossible. However, control of the complex particle interactions remains challenging. Here, we show that various dynamic interactions of active patchy particles can be orchestrated by tuning the particle size, shape, composition, etc. This capability is manifested in establishing dynamic colloidal bonds that are highly selective and directional, which greatly expands the spectrum of colloidal structures and dynamics by assembly. For example, we demonstrate the formation of colloidal molecules with tunable bond angles and orientations. They exhibit controllable propulsion, steering, reconfiguration as well as other dynamic behaviors that collectively reflect the bond properties. The working principle is further extended to the co-assembly of synthetic particles with biological entities including living cells, giving rise to hybrid colloidal molecules of various types, for example, a colloidal carrousel structure. Our strategy should enable active systems to perform sophisticated tasks in future such as selective cell treatment.