In the non-polar regions of the Moon and Mercury there is a shortage of volatiles, including hydrogen and nitrogen, so they might be regaded as too valuable to be "wasted" to prepare concrete. Substitutes will be used whenever is possible, such as ArgOx as breathing gas.
I've read about several versions of "Lunarcrete", or waterless concrete, they have been made in attempt to solve this problem. One of them is molten sulfur mixed with pulverized regolith, but this is problematic because noon temperatures on most of the Moon (not to mention Mercury) approach the melting point of sulfur, and sulfur is not overly abundant there anyway. Just melting regolith and pouring it wherever it's needed seems clever, but then we're talking about temperatures of well over 1000 degrees celsius, the same case if we try to melt aluminium titanium etc... so, a big solar furnace will be required there to make use of all of these regularly, and to extract our much needed oxygen anyway. Energy saving will be important, but water saving will be vital.
On the other hand, on Mars and beyond, the problem is the opposite. You find plentiful water and other needed volatiles, along with the rest of the heavier materials we take for granted on Earth/Moon, but energy is scarce. With the possible exception of Titan which might rely on wind turbines, the effort to build sufficiently powerful solar furnaces will be higher the farther away we live (x2 the collecting area will be required for Mars, x27 in the case of Callisto), so, energy saving will be vital, water a non-issue. It might be possible to do more traditional cements there, but we will still need to produce +1000 C to separate and manipulate metals.
I'm asking for suggestions of generic equivalents of concrete to be used on a "dry" scenario, and others on a "wet" but energy-starved scenarios. Talking about something versatile that can be used on the same situations as we do routinely on Earth with regular concrete, but produced with as little energy as is precise in both scenarios, and without volatile elements in the case of the Moon/Mercury. Constraints on energy vs availability of raw materials will be the same regardless of what do we want to build, or whether it's indoors vs outdoors.