First and foremost we need water. We have sunlight, which can be turned into electricity which can pull oxygen out of water. So that is all good.

China’s Chang’e 5 lunar lander is first to find water on the moon up close

These two claims to have found new ways to produce fuel and oxygen from lunar dirt.

Scientists Say They’ve Figured Out How to Turn Moon Soil Into Spaceship Fuel and Oxygen

Extraterrestrial photosynthesis by Chang’E-5 lunar soil

This is what NASA thinks.

I really like this one that discusses doing construction with self replicating robots that can be built using lunar dirt. I met this guy once, he is truly brilliant.