The lack of water is related to the lack of hydrogen; you'd need to find a hydrogen source to synthesize water. Lots of oxygen in moon rocks, though, so in add

The lack of water is related to the lack of hydrogen; you'd need to find a hydrogen source to synthesize water. Lots of oxygen in moon rocks, though, so in addition to directly importing icy asteroids, importing hydrocarbon-rich asteroids would also help (with the added bonus of carbon also being something scarce on the Moon).