Before starting to modify your game code, you should try to run the sample project. It already points to one of Moai SDK's samples, so it should be as easy as checking that the device in the Simulator and hitting Build and Debug.
If you see Moai SDK's logo rotating, you're good to go. If not, check if your Xcode configuration is OK, or join Moai SDK's forum and ask for help, detailing the errors you get.
Running on an actual device requires you to understand (or at least hack into—who can understand it?) how to handle and set up Apple's provisioning profiles for development. This is carefully explained in the documentation that you can find at Apple's developer portal (https://developer.apple.com/devcenter/ios/index.action).