You can lock on to enemies, using R2.
Moogle Rooms are created by Moogle Cards, which aren't introduced until the second floor, so if you only just got to the second floor, they've only just now been added to the mix. Even if you're on the third floor, just keep fighting, as they're not very common.
If you can find a Roulette Room card, you can use that to find more. Sadly, I don't know when Roulette Rooms are introduced. They might not be on the second/third floor at all.
Keep attacking things in the environment, while you're at it. Not only will you need the red orbs you find to buy things from the Moogles, you might get a lucky card drop, and it might even be Cure!