I imagine construction materials will be a right pain. E.g. concrete is right out, as is most metals, since you need a lot of carbon (coal) in the production process. Those two are pretty important in tunnel digging.
What you need to make steel is carbon, not coal. You need a lot of energy, currently supplied by coal in most blast furnaces, but electric arc furnaces work too and only need on the order of 2% carbon by weight.
We use coal for both energy and carbonizing the iron because it's a convenient source of carbon here on Earth. On Mars, there is no coal, but the entire atmosphere is composed of 96% carbon dioxide. If plentiful electricity was available from solar panels or nuclear RTGs, this could be split with electrolysis into carbon monoxide and used in metalurgy, or combined with hydrogen (extracted using electrolysis from water in the soil) to form methane or other organics. Or you can simply use plants.
You also have lots of aluminum oxide in the soils (approximately 10%), which is another useful metal that can be extracted using carbon from the atmosphere.
On the other hands, tunnels do not provide any sunlight but I don't know if humans can actually use the sunlight on Mars (so a dome might be necessary as an addition or completely irrelevant anyways).