Well many Jews (and others as well) were sent to concentration camps before the so-called Final Solution to the Jewish Question was decided upon (whereupon the death camps were constructed).
Death camps were not the same as concentration camps, although of course many people died in the latter, and best-known camp of all Auschwitz was a combination of the two, along with being a massive industrial complex.
There were a number of factors that precluded the complete extermination of Jews under German control, some of them logistic (different administrative policies in different regions, jurisdiction in prioritizing access to railway lines, need of occupation authorities for slave labor vs. desire to be rid of captive masses who had to be fed, clothed, housed, etc. even if barely or even below the subsistence level). Also there were periodic low-grade attempts to use Jewish civilians as barter with Western governments, either for money or, at the end of the war, for leniency of certain Nazi leaders [the Allies refused to engage in negotiations on the issue]—for which the Jews in question would have to still be alive, of course.
The Nazis used many captive peoples for slave labor, not just Jews but also especially Soviet POWs (millions of whom died in German captivity during the war) and Frenchmen.
I don't know what they generally did in the camps, apart from the menial work you might see in movies such as Schindler's List. I do know that as the war went on, the quality of German armaments declined steadily (grenades that wouldn't explode, torpedoes that wouldn't run straight, guns that would jam, etc.), something which was thought to be in part related to deliberate efforts by camp inmates to produce substandard products.