The typical substitute for wood is plastic, but that comes from petroleum, and there's none of that on Mars either.
This was covered in Zubrin's The Case for Mars. With the input of some hydrogen and some energy, you can source feedstock for plastics from Mars' atmosphere. For example, ethylene:
That's because most industrial vacuum processes happen in the 15 psi context of conditions on Earth. We already know that the Sabatier process will work in Mars like conditions. The chemistry has been around for a century, and demonstration hardware specifically for Mars conditions was built over a decade ago.
