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Provided that on our Moon the gravitational forces are much smaller than on Earth and that the lateral forces (wind, moonquake) are negligible, it could be possible to construct buildings a few km high.

I'm aware that for many different reasons, some exposed in this comment, such a construction is not a good idea.

In the past I read quit a lot of SF but I do not remember a single title mentioning the inherent advantages (from the structural engineering point of view) of high-rise buildings on the Moon, possibly because, as I've already mentioned, it's not a good idea for reasons not connected with structural engineering.

What was the first work where this high-rise building idea is developed?

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Murray Leinster’s 1957 City on The Moon gives several good details about the buildings in the city.

City on The Moon front cover
Click image to enlarge.

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    It would be worthwhile editing in some quotes to back this up.
    – TheLethalCarrot
    Oct 17, 2019 at 14:40
  • Have to wait a bit to get the copy.
    – Vogon Poet
    Oct 17, 2019 at 15:22
  • "Civilian City was three dust-heaps, lying some forty-odd tortuous miles away through the mountains. Moon-dust, piled untidily over inflated half-balloons, held those giant air bubbles safely confined--by its weight." (City on the Moon) Doesn't sound like high rises.
    – DavidW
    Oct 17, 2019 at 17:57
  • "A hundred and fifty men lived and worked and squabbled in the City. In addition, there were spotter stations where radar marked the fall of the drone-rockets that brought supplies for the City from Earth. Then there were the military missile bases, which were the first footholds of mankind on any natural celestial body that was not man-made. Their positions were top secret. And beyond farside of the moon, remote in emptiness, was the Space Laboratory." (City on the Moon) So the cover art is pure artistic license.
    – DavidW
    Oct 17, 2019 at 18:01
  • How tall were the buildings (missile silos)? The population isn’t the question. A gantry can be pretty tall
    – Vogon Poet
    Oct 17, 2019 at 18:23

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