What direction does the moon set and come up.

It cycles, and the different stages in the cycle vary by your location. For more, see here.

The Moon’s orbital plane is in very nearly the same plane as the one in which the Earth orbits the Sun (only about 5 degrees difference), so the Moon rises about where the Sun rises and sets about where the Sun sets.

Look out the window at both sunrise and sunset. The moon, apparently, does the same thing. I say apparently because the effects are caused by the earth’s rotation and not the motion of the sun; the issue of the moon’s orbit is a tad more complicated.

Notice that we are leaving the easy part for you to research.

The sun rises east, sets west.

@The_Compassionate_Heretic: Oops. Editing out my last comment.

@gailcalled I didn’t mention the moon.