I think they should first send robotic construction equipment before they send astronauts, like an excavator bulldozer and a crane.
The robots could dig a whole level it up and lower a cubical life support habitat down into the whole, compete with a staircase leading up to the surface and bury it leaving the staircase with a pressurization chamber and a door to the outside uncovered. Don't forget they will need an energy source like solar panels batteries and all the electronics required to run the habitat. I think that burying the habitat under ground will help to insulate it from the cold and protect the inhabitants for solar radiation. The habitat should be modular so that you can dig next to it and add on to it. You will need to think about the plumbing so you can shower use the bathroom and cook their food. Later you can add a lab, green house, and industrial unit for refining and utilizing the resources of the moon, like ice iron ore and building materials like sand and gravel and calcium.
Astronauts could follow as soon as needed.
I believe that a permanent life support habitat should be the first priority.