Carbon fiber can be used as a construction material, in particular in tensile structure that may be quite common on Mars.
Carbon fiber is usually immersed in a resin in a proportion of about 50/50. So as far as a building material the tensile values are reduced by 50%, since the resin has very little strength.
Ultimate tensile: kPa
Tensile value for structural use: kPa
Density: 1200 kg/m3 on average
Carbon nanotubes, if these can ever be produced in large quantities, might provide an interesting alternative
Carbon fibers could be produced in situ from the CO2 in the atmosphere. However, the process would be quite long, involving first the production of polymers such as polyacrylonitrile (PAN) or rayon. Then heating at 200C to break hydrogen bonds and 2000C under an inert atmosphere for graphitization.