Water ice + electrolysis = Hydrogen (H2) and Oxygen (O2)
O2 and CH4 (methane) = rocket fuel
H2 + CO2(from atmosphere) + pressure + heat = CH4(more methane) + H2O
https://en.wikipedia.org/wiki/Sabatier_reaction
Basically some (SpaceX) have already been planning to use electrolysis of water ice and atmospheric CO2 to create Methane and Oxygen to get rocket fuel via the Sabatier reaction.
Finding existing Methane doesn't change a ton since the building blocks were there anyway, but it may be less energy consuming and complex to mine/melt methane directly and just deal with splitting water by electrolysis, which you were going to have to do anyway to feed the Sabatier Reaction.