The Romans are pretty famous for their development and use of concrete. Many of the Imperial Era Monuments are all build with Brick faced Concrete, I'll use as examples the [Pantheon] (https://upload.wikimedia.org/wikipedia/commons/1/15/Pantheon_right_side_view.jpg) and the Colosseum as the both employ Brick faced Concrte, concrete as a "stand-alone" element, and a few standard features of monumental Roman architecture.

The Romans very rarely used concrete by itself as a building material and instead would have some sort of facing on the exterior of Concrete walls. By the Imperial period the most favored technique was to build a inner and outer course of mortared bricks which was filled with a concrete and rubble core. The outer walls of the Pantheon are constructed in this way as is much of the inner structure and substructure of the Colosseum.

The Romans also took advantage of using poured concrete to produce complex shapes, such as the sloped barrel vaults that hold the seating for the Colosseum seating or the great [dome] (https://i.pinimg.com/originals/56/36/a7/5636a71b5317c288fac0e9161330dfb3.jpg) of the Pantheon. due to their complex xhape and the very little load bear these areas were under the Romans were content to utilize the concrete without any facing material.

Finally all of these materials, would have been covered up, so you never saw them on the complete structure. For the interior of the domes and vaults they would have been plastered over and decorated with colorful frescoes. Plaster and frescoes would also be used on many interior walls. For the grand interior and exterior facades the would have been faced with decorative stone; Marble, Limestone, and Tufa were used on both the Colosseum and Pantheon. You can see this decorative stone facade clearly on the side of the [Pantheons porch] (https://media-cdn.tripadvisor.com/media/photo-s/0c/0f/b8/ed/side-of-the-exterior.jpg) covering up the brick wall beneath. Similarly the Outer walls of the Colosseum are build entirely of ashlar masonry. This finely cut stone is not held together with mortar, but joins by iron connectors that are hidden when complete, though many were carved out of the colosseum in later periods leaving the many holes you can see in the bottom left of the last photo.

I hope that has helped, but there is much much more that can be said about Roman Architecture and building methods.