https://cneos.jpl.nasa.gov/sentry/details.html#?des=2023%20D... says its speed will be roughly 11 km/s (were Earth not present) and an impact velocity of 15km/s (were Earth in the way; Earth's gravity speeds things up).
If we do that with rocket power, and not some complicated gravity-assist path, then we can look at New Horizons. That used an Atlas V rocket at around 570 tons to get the 478 kg payload up to 16 km/s. That's a 1:1000 mass ratio.
Once you've caught up, you've got to turn things around and slow down. But you're talking about another 1:1000 or more mass ratio, leaving you with a few grams of material.
This is all hand-waving to give a rough idea of the problem.
We've had a few asteroid sample-return mission. Hayabusa2 returned a few grams of material from 162173 Ryugu. The hope is that OSIRIS-REx will return 60 grams from 101955 Bennu this fall. These used ion thrusters (more efficient than chemical rockets) and atmospheric braking to help slow down.
Still, none of this is anywhere near being useful as construction material. It would be far cheaper to bring it up from Earth.