N.A.S.A. has been investing in start-up 3-D contruction research for building shelters on Mars. Dirt on Mars (or the Moon) could be used as a building material perhaps with binding agents such as water from Martian ice producing some sort of material. There may be myriad ways to innovate basic Martian grunge construction for shelters with machines like 3-D printers before any human dwellings commence.
http://www.machinedesign.com/3d-printing/can-3d-printing-help-us-colonize-mars
One would like to have a proof-of-concept machine construction project on the Moon that uses natural lunar materials and nothing else (especially not rare Lunar ice). It might be possible to extract metal from lunar regolith, melt and forge them into buiding components.
https://www.nasa.gov/multimedia/imagegallery/image_feature_2020.html