Install wall or ceiling light in room with concrete walls
The only way is usually surface mount conduit.
We can not see the existing wiring.
Outlet wires go to the ceiling:  it is possible that the feed from the light switch goes into the ceiling space and down in this case opening the ceiling and installing  a couple of boxes could do the trick.
Why would I need more than 1 box? At each box we need a minimum of 6” it is rare there is 1 foot extra wire in a run that would allow tapping the existing line so 2 boxes would be needed or a new wire pull with longer wires to allow a tap then possibly a 3rd box in the ceiling for the light.
Outlet wires not in ceiling: with no accessible wires a box extension at the receptacle or light switch if embedded would be needed, box extends so the conduit can enter and be surface mounted.
If already surface mounted install conduit to the existing location up to the ceiling the new light could be in parallel with the switched receptacle.
Although it is code legal to run NMB or romex in conduit it is much harder to do than using individual conductors of black, white and green building wire or THHN
a first time diy I would suggest 1/2” pvc conduit, it is easy to glue together and will not rust on basement walls that may be damp at times.