Here is the source code: https://github.com/mooncoincore/wallet
And here the binaries to install on Windows: https://github.com/mooncoincore/wallet/releases
What else do you need to know about the wallet?
Maybe this could help you: https://medium.com/@CoinMeteor/how-to-set-up-the-bitcoin-core-wallet-client-for-beginners-and-send-your-first-transaction-819c6d5b9790
It is basically the same for Mooncoin.
I downloaded the wallet and the source code but now I do not know what to do, when I open the application nothing happens, there are no clients to connect
If you use the Windows-exe-files, you do not need the source-code. It is only useful, if you compile it yourself on your computer.
Do you have some connections now? It can last a little, until the wallet connects the first time and begins to download the blockchain.