Can we make glass by heating Martian Soil
The problem is sorting. Ergo, unless you bring your separator with you, the best areas for finding naturally sorted materials are in outflows such as found in Candor Chasma. Semi-translucent larger grains of quartz-rich phenocrysts might be found in useful quantities. Fusing these with a solar kiln would produce a brick of about 0.125 meters thick that would both shield from the rain of radiation and pass some of the weak Martian sunlight, easing the circadian rhythm of colonists.
Time to temperature (1700 degrees C) still makes production slow. And the loaders and other equipment need to be transported and successfully landed.

See
A Fused Regolith Structure
Ethan W. Cliffton
Proceedings of Space 90
Engineering, Construction, and Operations in Space
ASCE 1990
Albuquerque
and
Candor Chasma Camp Ethan W. Cliffton
Proceedings of Space 88
Engineering, Construction, and Operations in Space
ASCE 1988
Albuquerque