In theory, yes. They would need to create parts with say a plasma cutter and an arc welder to solder them together.
How much power are we talking about?
Providing that, as you said, resources were collected under the guise that it was terraforming the planet for human life, the premise of building a 10,000-man space dome of luxury would easily suffice as a machine would undoubtedly optimize production and not require heating/cooling to any substantial degree. A megawatt generator running at 1% efficiency would suffice an operation of one assembly line. To illustrate this I offer the fact that arc welders have been produced by using only 2 microwave oven transformers thus the 1000 watts or so for this to run for this point would suffice a megawatt generator running at 1% aka 10,000 of 1,000,000.
The AI orchestrating the assembly line could time power consumption on demand.
How would it work?
Battery powered grinders, drills, etc exist on the market today as low as \$20 from Harbor Freight for some drills, up to \$200 for others. Add a diamond cutting wheel to a circular saw keeping stockpiles of 18650 li-ion cells charged is a breeze. 1 cell taking only 3.6v- 4.25v to charge then stacking them in series/parallel configurations as these cordless units typically do internally, they can adjust voltage for demands in roughly 4v increments.
Your \$40 apc power backup inverters run on a 12v lead acid battery typically having only 10 amps or less. Thus you could replace this with 3 sets of 4 of the 18650 cells with 2.5mah and consume half the space. Remember Volts x amps = watts so a system like this could run 120w of power (minus any power lost in conversion). That's 1/100 roughly of the estimated output of your generator, presuming only 1 megawatt generator shipped at onset.
In theory the whole process could be done. Maybe the steel was shipped in panels 1/4" thick 3' x 3' or so not to mention supply ships could likely be dismantled for materials as cost to launch for a return trip may exceed the value of the drop ship when they could simply drop a steel box with a parachute packed tightly with steel slats.
The machines could easily cut the parts, bend them to shape, then weld them into layers best suited for the jobs. Copper pipes shipped for plumbing purposes would be shaved down and made into windings for motors.
This is not even touching on points like the epoxy-like resin the windows of space craft are made of being bullet proof. A plan to fabricate most materials out of this material under the guise of the classic glass dome effect may suffice, meaning that once a mold was built parts could simply be mass molded.
For a laser cutter I'm unsure of the power consumption values, but presuming a cnc machine laser cutter were fabricating the designs much like how a 3d printer prints from bottom up this could slice the steel into the desired shapes.
Look at any decent size transformer (ie microwave). At first glance you would think it was a solid block of steel but put it in a vice and clean the glue off the edges and maybe remove a couple locking brads of some sort and you will find all it is is a bunch of E and I shaped slats of steel.
10,000 men capacity would also mean as many microwaves and stove ranges presumably. Each microwave transformer converts 120v ac into 1,900v give or take. This could lead the way to impressive energy weapons of various sorts including possible methods of turning us all into guinea pigs in a massive microwave -- in theory.
I think the bigger problem for your plot would be why the people would sit back and watch as the fleet of killer robots made their invasion instead of making the high atmosphere nuke explosion necessary to wipe them all out and why the satellites we have in place didn't pick up on construction of the army.