The raw material for the first such structure is already on the Moon: the surface layer of soil, or regolith (PDF(Opens in a new window)) to geologists. NASA’s plans for long-term exploration of the Moon and, eventually, Mars rely heavily on generating needed materials and supplies from what’s on the ground there—what it calls “In situ resource utilization(Opens in a new window)”—instead of shipping everything from Earth.
https://www.pcmag.com/news/company-that-3d-prints-houses-on-earth-lands-lunar-construction-contract