You need to collect it and best if you find it locally. Moss grows everywhere; city sidewalks and parking lots to deep forest. It looks best if you stick with a single variety for most bonsai although I have seen combinations of mosses that worked well, especially on Penjing. When I apply fresh moss I use half a paperclip to pin it down until it establishes. A better way, if you have the time and patience, is to dry the moss and powder it. I use a coarse sifter. Then apply the dried moss evenly and spray it. You can spray it with plain water or you can add a wee bit of fertilizer, but my favorite methods is to spay a little buttermilk on it. I don't know why this works but I have used this method from time to time over the past 40 plus years. You can even mixthe powdered moss with buttermilk and brush it on rocks etc.