I am trying to play MoO2 but i have no clue what i am doing, or how to do anything.

There is the manual provided with the game to teach you the various UI elements and the gameplay basics. For more, I would recommend looking Let's Play videos on Youtube for MoO2. They will give you a more concrete understanding of the game and the mechanics and strategies needed to play well.

Here are some tips from the forum including links to FAQ sites about MoO2 and other such useful information:

http://www.gog.com/forum/master_of_orion_series/finding_moo2_very_hard/page1

Let's Play:

http://www.youtube.com/results?search_query=Let%27s+PLay+MoO2&oq=Let%27s+PLay+MoO2&gs_l=youtube.3..0.1054.4872.0.5379.15.9.0.2.2.0.282.532.5j0j1.6.0...0.0...1ac.1.eJba0AfCJ18

For the first few games i would advise playing as the psilons. Also keep galaxy age and tech level on average.
The psilons are creative, which means you always gain everything from resarch. This elimenates the possibility of making mistakes in resarch choices, and allows you to experience every building/system the game has to offer. And it makes the game a little easier (i think of being creative as stepping one difficult level down)

On the first few plays i think it's more important to learn what you can do in this game and how to do it. Not so much how to do it well.
As a strategy game it may take some time to grasp the basics and all the fine details this game has to offer.