Yes, Erebus has a Moon. It is mentioned in many pedia entries and some diplomacy texts. It would also be odd for them to have the moon in their Somnium decks if their world didn't have one.
The crescent moon is the Svartalfar symbol, and about half of the references to the moon relate to dark elves. This may indicate that the moon is sacred to Esus, and may be his creation. It makes sense for him to be associated with the pale reflection of the true source of light (Lugus). He is all about imitating the truth in a less fulfilling way. Moonlight is often not bright enough to help us really see the truth, but it lets us see enough for our minds to play tricks on us and for us to think what we see is real.
Some cults of the Overlords seem to find the moon, especially the full moon, very important, but others seem to ignore it. The Luonnatar haven't been able to figure out as much about this religion as the others, possibly because to really know anything about it one has to be completely insane. Since this is a watery religion, the moon's importance to them is likely tied to the tides. Danalin is also said to have cried silvery tears that crossed the path of the moon right before he fell asleep.
Gyra, the Archangel of Death, is also compared to moonlight.
In the Age of Ice pedia, Ceridwen first appeared to Kylorin in the moonlight.
AoI indicates that Hatti (who was infected with lycanthropy in the womb) is stuck permanently in wolf form, but that her mother can change back and forth at will. I tend to think that Greater Werewolves have gained full control of their transformations, that Blooded Werewolves might be able to change based on their emotional state but are mostly controlled by the moon's cycle, and that ravenous werewolves are too overcome by hunger to return to human form at all.
Edit: I thought I remembered seeing that the Splintered Court scenario had Duin's werewolves changing based on the cycle of the moon, but I was wrong; it seems to be based on the cycle of the sun instead. They become beasts at night, and return to their human form by day. I think pedia only ever mentions werewolves attacking at night, and only shows Duin controlling his transformation (he stayed human at night to better coordinate an attack, and turned into a beast to put a young ravenous werewolf back in line.)
It may be that Lugus placed a similar curse on werewolves as he did on vampires, but that since werewolves are not responsible for their killings that when sunlight activates their conscious it merely helps them remember who they really are and helps them control the wild spirit within rather than causing them pain. If the Moon is a tool of Esus, then it might have the opposite effect, deceiving a werewolf into believing that his beast form is his true form and making him forget what little bit of humanity might make the beast merciful to his former loves ones on a moonless night.