"I don't know if we'll ever get a statue (if West Ham win)...but I do believe that the players have got a good opportunity to be remembered by everybody at this club," Moyes told reporters.
"There is a new generation of young supporters developing in the east end of London. If we can give those young supporters the belief that this club can reach finals and win finals, then I think it will be nothing but positive.
"I believe the players we've got give ourselves a really good chance of doing so."
West Ham have performed well in Europe in the last two seasons, reaching the Europa League semi-finals in 2022 where they lost to eventual winners Eintracht Frankfurt, with Moyes saying the London club would put their learnings from last season to good use.
"This is the first time we've done a European final and it feels special. It feels like a really big occasion. We want to make sure we've covered everything and we go into the game in the best possible condition," Moyes said.
"I don't think we're necessarily doing anything different because this is the first one we've done, but I do feel that our experience in the semi-final last year will give us an indication of what to expect."