Doom Slayer can now breathe on Mars (he is technically wearing a full self-contained Praetor Suit however which handles all life functions), which makes it easier to fight monsters. In-game datapads also suggest that the UAC has performed some level of terraforming on the surface to make the atmosphere more breathable. The campaign begins at Mars Installation in the Hellas Plain, then Argent Facility, and then the UAC Advanced Research Facility. Other locations mentioned include Meridiani Spaceport. There is an offworld orbital research station above Mars called the UACSS Picus.
Behind the scenes
Mars appears in Doom 4, it is set directly on Mars as in Doom 3, as the two games are possibly connected (at least both share Soul Cube and Super Turbo Turkey Puncher 3 machines. Although the UAC corporations in both do not seem to share any of the same history (see Doom 3 timeline and Doom Reboot timeline), and have vastly different backgrounds. It is more likely that Doom 2016 is set in a parallel universe with some similarities to Doom 3 Mars, but different. UAC in reboot universe has a cult like structure that worships Hell, and many want it to invade the universe, while Doom 3 they were just your standard military/corporate types experimenting with new technology who unwittingly unleashed Hell.