On other planets a person can not survive, because there is no atmosphere with suitable conditions for life. Is it just necessary to constantly walk in a spacesuit.
You also can't survive under water, but people are living on submarines for many months. What about astronauts on international space station?
You don't need atmosphere to set up an enclosed compound, you just need machinery that will be able to support life in a continuous cycle. It can be done by breaking and merging the elements, just like it's done in a submarine.