It's very very common for basalt to have vesicles.

Here are some photos a quick google link turned up

http://www.pitt.edu/~cejones/GeoImages/2IgneousRocks/IgneousTextures/7VesicularAmygdaloidal.html

It should be even easier for vesicles to form on mars than on Earth, given the lower atmospheric pressure. Vesicles do indicate, I think, that this was actually part of a flow on the surface rather than an intrusive formation.

As for water, there certainly is no evidence *for* water, but the possibility of water-borne sediments buried under a pile of more recent volcanics isn't ruled out yet. Unless we find a lucky fragment dug out by an impact, though, I'm sure exactly how we'll rule it in....