Terraforming Mars?

I wrote about this recently and I think having a whole lot of greenhouses growing food on Mars so this would convert the CO2 on Mars to oxygen which is what plants do here on earth too. But, what would we build the Greenhouses out of? Unless we used stuff on Mars and maybe smelted the dirt into glass to make greenhouses with that wouldn't be practical either to convert CO2 on Mars to oxygen. And what if the atmosphere keeps leaving Mars like it has been for millions of years and going into space? I suppose you could put greenhouses on the surface and then pump the oxygen from the plants underground where people would live. That could work.