Gollum was set free on Sauron's orders, he had no need of him after he questioned him, and Gandalf says letting him go was one of the worst mistakes of Sauron. Concerning how he got to Moria, Sauron was searching for him back then (again, when he realised his enemies could make use of Gollum) and so Gollum was so afraid of Sauron's servants that he dared to enter Moria and hide in there.
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"Should the story say 'he ate bread,' the dramatic producer can only show 'a piece of bread' according to his taste or fancy, but the hearer of the story will think of bread in general and picture it in some form of his own." -On Fairy-Stories
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