You can use Eclipse: It is more straight forward and easier. Follow the following steps:
1. Open Eclipse
2. Create a new java project. with src folder
3. Select Import from file system and import from ..\moa-src\main\java (where the moa is located on your disk)
4. After import, select configure build path then Add external archive to add moa sizeofag form moa\lib folder
5. add weka.jar also to your build path.
6. To run the moa locate moa.gui.GUI.java and run it as a java application.