I thought that the article made it clear that this robot is equipped with a drill, implying that it will seek to drill for subsurface water (which previous lunar probes have indicated might exist in the Moon's polar regions), rather than extracting water from the atmosphere, which - as you correctly pointed out - is absent on the Moon.
Regards,
http://news.yahoo.com/see-earths-moon-evolved-nasa-videos-140012773.html