Look at the work being done to use fused Lunar Regolith as a building material.

The two ways that I've seen is to use heat to fuse it into a glass (or to just use enough heat to sinister it together) or import a polymer to use as the fixing agent. The second method is not too expensive and the volume of polymer to the volume of fixed material is relatively small.

See this article.

Look at the work being done to use Lunar Regolith as a building material.

The three ways that I've seen are to use heat to fuse it into a glass, use heat to sinter it together or import a polymer to use as the fixing agent. The third method is not too expensive and the volume of polymer to the volume of fixed material is relatively small.

See this article.