Hold the Ctrl key and click the thumbnail of the circle layer to load its selection. Click to choose the Rectangular Marquee Tool and then right click this layer, choose Free Transform Selection. Resize it to be a bit smaller and move it upwards as the screenshot below shows:
Set the feather radius of this selection to 3 px and click the Add layer mask icon at the bottom of the Layers panel. Choose this layer mask and hit Ctrl+I to invert the mask and you should have the result like below:
On this layer mask, use a medium-hard black brush to erase the small part at the bottom of the moon to hide it below the sand.
Double click this layer, choose Outer Glow. Set the color of glow to #48a9ec.
Create a new layer and use a soft brush with the color #adffd2 to paint around the moon and change this layer mode to Screen 100%. Add a mask to this layer to reduce the light and unwanted details.
Make a new layer below the moon one and use a soft brush with the color #c1e6eb to paint around the ground to make the light effect from the moon. Change this layer mode to Soft Light 100% and use a layer mask to reduce the light on the foreground.
Cut out the child and place her in the left of the midground and resize her to be much smaller.
We'll make shadow for the child on the desert following the texture of the sand. On the desert layer, use the Rectangular Marquee Tool to select a part behind the child which we've aimed to add the shadow to. Press Ctrl+C to copy this part and hit Ctrl+N to make a new document and Photoshop will open a new document with the size fit the indicated desert part (Mine is 396x155 px). Press Ctrl+V to paste the desert into the new file. Save this file and name it whatever you want.
Come back to the moon file and make a new layer below the child's one. Hold Ctrl and click the child thumbnail layer to load her selection.
Fill this selection with the color #01101f and move it below the child's feet. Convert this layer to a Smart Object and use Ctrl+T to distort this shadow to fit the light's direction and lower the opacity of this layer to 70%.
Go to Filter > Distort > Displace and fill in the following settings and browse the desert file made in the step 24.
Create a Hue/Saturation adjustment layer to desaturate the child:
Make a Color Balance adjustment layer and change the Midtones, Shadows and Highlights settings:
Add a Curves adjustment layer to darken the back of the child. On this layer mask, paint on the contour of the child to reveal the lightness there.
Create a new layer, change the mode to Overlay 100% and fill with 50% gray.
Activate the Dodge and Burn Tool (O) with Midtones Range and Exposure about 10-15% to refine the light and shadow on the child. You can see how I did it with Normal mode and the result with Overlay mode.
Make a Curves adjustment layer on top of the layers and decrease the lightness on the top middle. On this layer mask, paint on the rest so they won't be affected by this adjustment layer.