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Mars isn't entirely without water. But neither is the sand of the Sahara Desert, if you are willing to work hard enough to get the bound water of crystallization out of the sand grains, and if you're content with a tiny reward. Most of the accessible water Mars has is frozen in the polar ice caps—much good may that do anyone. There's also a certain amount of water that is frozen in mud, under the surface caliche, but it stays there because the distant Sun isn't able to heat the surface enough to melt much of it out; Mars gets only about half Earth's sunshine. Some parts of Mars are marked with the evidence that there once was real flowing water there, namely such scarring as floodplains, and the dendritic riverbeds called lahars. Perhaps streams once did flow in the lahars, when some brief volcanic flurry melted some of that frozen mud and forced it to the surface, so that it flowed downhill until it evaporated into the parched air. It doesn't do that anymore. When people first came to Mars some of them tried to melt out the icy mud under the hardpan. If, they thought, you could drive out some of those volatiles you could increase the density of the atmosphere, which would warm things up, which would help drive out more volatiles. Or, to put it in another way, if you had some eggs you could make ham and eggs, if you had some ham.