Where happy cow jumped? (4,3,4)

I believe the answer is:

over the moon

I'm a little stuck... Click here to teach me more about this clue!

'where happy' is the definition.
'over the moon' can be an answer for 'happy' (I've seen this in another clue). I am not sure about the 'where' bit.

I don't understand how the remainder of the clue works.

Can you help me to learn more?

(Other definitions for over the moon that I've seen before include "Jumping for joy?" , "Where a jumped-up cow went" , "Severely restricted" , "Sent" , "Delighted - where the cow jumped?" .)

I've seen this clue in the Sydney Morning Herald.

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