In this chapter, we extend the framework of embodied multi-agent system from the learning-based method to the training-free strategy based on the large language model (LLM). We consider a more challenging heterogeneous ad hoc teamwork collaboration problem where an ad hoc robot joins an existing heterogeneous team for a shared goal. Specifically, the ad hoc robot collaborates with unknown teammates without prior coordination, and it is expected to generate an appropriate cooperation policy to improve the efficiency of the whole team. We first discuss and analyze the problem of ad hoc teamwork collaboration problem. Then we introduce the proposed extended framework based on LLM. We leverage the remarkable potential of the large language model (LLM) to establish a decentralized heterogeneous ad hoc teamwork collaboration framework that focuses on generating reasonable policy for an ad hoc robot to collaborate with original heterogeneous teammates. A training-free hierarchical dynamic planner is developed using the LLM together with the newly proposed Interactive Reflection of Thoughts (IRoT) method for the ad hoc agent to adapt to different teams. We also build a benchmark testing dataset to evaluate the proposed framework in the heterogeneous ad hoc multi-agent tidying-up task. Extensive comparison and ablation experiments are conducted in the benchmark to demonstrate the effectiveness of the proposed framework.