Water ice + electrolysis = Hydrogen (H2) and Oxygen (O2)

O2 and CH4 (methane) = rocket fuel

H2 + CO2(from atmosphere) + pressure + heat = CH4(more methane) + H2O https://en.wikipedia.org/wiki/Sabatier_reaction

Basically some (SpaceX) have already been planning to use electrolysis of water ice and atmospheric CO2 to create Methane and Oxygen to get rocket fuel via the Sabatier reaction.

Finding existing Methane doesn't change a ton since the building blocks were there anyway, but it may be less energy consuming and complex to mine/melt methane directly and just deal with splitting water by electrolysis, which you were going to have to do anyway to feed the Sabatier Reaction.

Ok, then you assume that you have accessible water too. Still need the Energy for electrolysis. But with solar or nuclear it may be possible.

Most serious Mars return missions plan on simply bringing 1 ton of hydrogen per every 10 tons of desired methane.

That way you can just rely on the martian atmosphere to produce your return fuel instead of embarking on a entire mining expedition.

While it wouldn't support fuel use akin to fuel burning electrical sources on Earth, there are endothermic methods to pull molecular oxygen out of C02. In addition to the water electrolysis already mentioned, C02 can be partially reduced to carbon monoxide with artificial photocatalytic systems, or solid oxide electrolysis (with electrical input instead of solar input). Electrolysis would be counterproductive for primary energy, but rocketry only needs stored energy rather than primary. Otherwise, plants doing photosynthesis in a greenhouse could use C02 from outside the greenhouse. Photosynthetic production of oxygen would have side effects of useful agriculture, but that would be difficult to set up early in a Mars settlement effort.

Not my field but there is some good info on the methane Raptor engines that SpaceX is wanting to use for their Mars colonization.

https://en.wikipedia.org/wiki/Raptor_(rocket_engine_family)#...