The moon will be located in more or less the eastern part of the sky when it rises, and in more or less the western part of the sky when it sets. Between rising and setting, it will be found in the southern part of the sky.
The moon basically follows the path of the planets and the sun, because the Earth has an eastward spin. The moon, most of the planets and the sun follow an imaginary path called the ecliptic. Though other stars besides the sun also rise in the east and set in the west, they are not all on the ecliptic.