Iron, Silicon and Aluminum are there in abundance. (Gerard K. O'Neill and many science fiction writers have gotten wrong the idea that you need M-type asteroids to get iron.) Astronauts found high quality hematite ore on the moon.
If you wanted to make large solar sails (say to be a sunshade the Earth-Sun L1 point) you would probably de-volatilize materials by using heat and possibly oxygen. It would be ideal to convert hydrocarbons to carbon monoxide so you can do C1 chemistry to make plastics. You have waste CO2 no matter what (it offgases from carbonates and other chemistry) so you will need the same kind of chemistry people are talking about for capturing CO2 and using it as a chemical feedstock.
The "metal line" and "stone lines" would reduce the devolatized rock to produce silicon solar cells, electric connections, mirrors, etc. You will make storage tanks from iron, the devolatilization process could be a little awkward because you will need storage tanks to put the gate.
The one resource I'm not sure about is nitrogen, which is important for making chemistry work. (Say you want to make a sail out of Kapton instead of Polyethylene.)