There are several possible ways to extract water from lunar regolith:
Vacuum Vapor Compression
Since compression of water vapor increases both the pressure and temperature of the vapor, it is possible to use the latent heat rejected during condensation to generate additional vapor.
On Earth, this method uses a vacuum pump to decrease pressure, thus making evaporation easier. On the Moon, the natural vacuum can be used to accomplish that.
Water vapor is compressed by an electrically-driven mechanical device, such as a compression turbine. As vapor is generated, it is passed over to a heat exchanging condenser which returns the vapor to water. The resulting fresh water is moved to storage while the heat removed during condensation is transmitted to the remaining feedstock.
The VVC process is the more efficient distillation process available in the market today in terms of energy consumption and water recovery ratio. As the system is electrically driven, it is considered a "clean" process, it is highly reliable and simple to operate and maintain.
In addition, there are ways to recycle used water:
Something along the lines of slingshot shows promise.