The hard part would be finding a way how to synthetize all the chemicals we need without oil. I imagine that would require a vast amount of energy.
If you can synthesize methane there, you should be able to make longer chains and polymers with the right application of chemistry. One thing for sure, you'd never just burn fuel/oxygen together instead of using fuel cells, batteries and solar.
Nuclear would be a good power source if cooling isn't impractical.