The lesson Miss Moore wants the narrator and the other children to learn is about wealth and poverty and the massive inequalities that exist in society. Taking such children, who live in such poverty, to a toystore where toys are sold for money that whole families could live off is meant to instil in the children a sense of the injustice of society and also give them a desire to do well and rise above their station in life. Note what the lesson is that Sugar learns:
"I think," say Sugar pushing me off her feet like she never done before cause I whip her ass in a minute, "that this is not much of a democracy if you ask me. Equal chance to pursue happiness means an equal crack at the dough, don't it?"
The fact that the narrator describes Miss Moore as being "besides herself" with this reflection from Sugar indicates that this is precisely the lesson she was hoping the children would take away with them. This is likewise what the narrator has realised, as is evidenced when she thinks of all that $35 could buy for her family when she sees a clown toy being sold for that amount. Miss Moore thus hopes to teach the children about the bigger picture of society and the inequality that is such an unfortunate part of it. Getting them to realise such an important lesson at this stage of their lives will help them to become more aware of the inequalities they face and to both fight against those inequalities and give them a desire to improve their lot in life.