> how did it get inside
Some of it stuck to the outside of spacesuits and/or robots when they went outside. Neither should be going beyond some intermediate garage area anyway, just like you don't usually park your car in the bedroom.
> And what's stopping the rest?
The airlock door? There's no wind on the moon, so it won't blow inside on its own.
> And where do you put what's captured?
Well, I'd assume that once your vacuum cleaners are full you'd take a moon-lorry and dump the lot into a nearby crater or something. If it's as sharp as advertised, the sharp edges might make it well-suited for use in concrete as well.
In any case you don't have to keep the entire moon clean, only the inside of the base. It doesn't seem to be a terrible burden to clean the suits and rovers after every expedition, more like something that you plan to do anyway because you want to keep those expensive things well-maintained.