The Moon is Earth's natural satellite. It can been seen from night in various locations on the planet.
After a series of meteorites crashed into the H.A.R.M. Space Station, portions of the space station crashed on the surface of the moon. Dr. Harij was the only survivor of this crash and built up a habitat on the moon from the stations remains.
Somehow Danger Danger discovered that Dr. Harij had survived and raided a secret Czechoslovakian rocket facility to fly to the moon and rescue Dr. Harij. Luckily for Dr. Harij, John Jack had been sent by Dmitrij Volkov to discover what Danger Danger was up to and thwarted their plans.
Moon on Wikipedia