Oxygen is plentiful on the moon but it is bound up with metal and stone elements (Fe, Al, Si, ...). There are many ways to separate the two, for instance if you have a stock of hydrogen or carbon you can reduce most metals with H2 or CO gas and then cleave off the O2 and recycle the hydrogen or carbon.

If you read 70's or 80's sci-fi such as Gerard K. O'Neill's The High Frontier or Haldeman's criminally underated Worlds [1] you'll hear the myth that iron is rare on the moon but it just isn't true, recent remote sensing has discovered huge amounts of hematite

https://pmc.ncbi.nlm.nih.gov/articles/PMC7467685/

and Apollo astronauts found concentrated ilmenite ore back in the day. Hematite would be particularly easy to split into iron metal and oxygen by chemical cycling.

Now carbon, hydrogen, nitrogen are volatiles that seem rare on the moon. Its thought that there is ice in craters at the poles and there is remote evidence of this but we haven't gotten a good look. If we're lucky there is CO2 and/or CH4 in the ice and we have a good carbon source.

[1] written to kill The Moon is a Harsh Mistress the way The Forever War killed Starship Troopers