Concrete is composed of Portland cement, water, and aggregate.
The manufacture of Portland cement is an energy and space intensive process. To wit:
The most common way to manufacture portland cement is through a dry method. The first step is to quarry the principal raw materials,
mainly limestone, clay, and other materials. After quarrying the rock
is crushed. This involves several stages. The first crushing reduces
the rock to a maximum size of about 6 inches. The rock then goes to
secondary crushers or hammer mills for reduction to about 3 inches or
smaller.
The crushed rock is combined with other ingredients such as iron ore or fly ash and ground, mixed, and fed to a cement kiln.
The cement kiln heats all the ingredients to about 2,700 degrees Fahrenheit in huge cylindrical steel rotary kilns lined with special
firebrick. Kilns are frequently as much as 12 feet in diameter—large
enough to accommodate an automobile and longer in many instances than
the height of a 40-story building. The large kilns are mounted with
the axis inclined slightly from the horizontal.
The finely ground raw material or the slurry is fed into the higher
end. At the lower end is a roaring blast of flame, produced by
precisely controlled burning of powdered coal, oil, alternative fuels,
or gas under forced draft.
As the material moves through the kiln, certain elements are driven
off in the form of gases. The remaining elements unite to form a new
substance called clinker. Clinker comes out of the kiln as grey balls,
about the size of marbles.
Clinker is discharged red-hot from the lower end of the kiln and
generally is brought down to handling temperature in various types of
coolers. The heated air from the coolers is returned to the kilns, a
process that saves fuel and increases burning efficiency.
After the clinker is cooled, cement plants grind it and mix it with
small amounts of gypsum and limestone. Cement is so fine that 1 pound
of cement contains 150 billion grains. The cement is now ready for
transport to ready-mix concrete companies to be used in a variety of
construction projects.
from here
It seems unlikely that limestone and clay are available on Mars, not to mention the huge facilities.
Probably best to come up with a different substance to build your colony out of.
Note: experiments have been done on making cement from lunar soil simulants. The process of producing the cement is apparently the same though, although it has only been carried out on a tiny scale.
