You probably don't want moss on your bonsai all the time. I little bit for a decorative touch is okay, but don't completely cover the surface of the soil with moss.
As for collecting. You can just use a dull knive to scrape it up and then after you have collected it, let it dry out. After it is dry, you can rub it against hardware clothe to break it up. From here you can just sprinkle the moss powder directly on the soil, you can sprinkle it in a tray with a little bit of soil fines and mist it to grow a sheet of it, or you can take the moss and blend it with some water and then take the paste and spread it over a wet brick that is sitting in a tray of water.
Take a look at Will's Article for more precise instructions:
http://forum.bonsaitalk.com/showthread.php?t=12866