Others erode out of cliff faces. Here is a rather dramatic image of a bouncing track left by fall of just such a boulder (Diagonally top left to bottom right, there's another one in the bottom left corner).
Some are meteorites. With its thin atmosphere, meteorites don't burn up in the atmosphere and the smaller ones just end up lying on the surface, if they're too small to make a big crater.
This is the first meteorite ever found on another planet
Roughly the size of a basketball, iron -nickel meteorite,. discovered by NASA's Mars Exploration Rover Opportunity in 2005
There may be other reasons for forming boulders, those are just some of the ways I know about.
Mars also has volcanic eruptions. No volcanoes active now, but it's recently active and will be in the future, chances are. So - when volcanoes erupt that's another source of boulders. That's likely to be the source for these boulders found by Spirit for instance:
Others were formed from sedimentary rock, which then is eroded by water or wind and boulders or stones moved by the water. (wind can't move pebbles larger than 1 cm or so on Mars).