That's quite easy.
First, compare:
Книга не на столе. - The book is not on the table. (it's somewhere else, probably, on the floor, or in the bag...)
Книги нет на столе. - There is no book on the table. (it doesn't exist there)
Exactly the same in Russian:
Он не в Москве. - He is not in Moscow. (he is somewhere else:
in St.Petersburg, or in New York, or...)
Его нет в Москве. - It should be "There is no him in Moscow", but this phrase is impossible in English, so you just say "He is not in Moscow". However, it means "he does not exist in Moscow" irrespectively where he is indeed.
Hope that helps.