That's what Jesus said to the Pharisees. They were missing it. Not because they were stupid but because they didn't believe in Jesus. And if they did they'd see that Moses writes about Jesus. It's a bit of a circular thing but what isn't. The key to understanding the Old Testament is not intellect but faith in Jesus. Through faith in him the eyes of our hearts are opened to see him clearly in all 66 books of the Bible. The question really is how did Moses write about Jesus. He didn't write the name 'Jesus' anywhere in his five books. Is it a magic trick, like those sermons we think of where someone talks about a passage for 30mins and then tacks Jesus on the end - or like the story that describes a squirrel in sunday school but the kids conclude it must be a description of Jesus because it's sunday school. Such stories are fairly apocryphal though clearly have some basis in reality. Seems to me that the way the Old Testament is about Jesus is a multifaceted thing.
- The OT is about Jesus because it's about God - Father, Son and Holy Spirit.
- The OT is about Jesus in that Israel is a shadow of Jesus. The OT is about Jesus in that Jesus is Abraham's seed - and so the life of Isaac points to Jesus (Galatians 3)
- The OT is about Jesus in that he is the wisdom of God that all wisdom points to (Colossians 1)
- The OT is about Jesus in that the law has shadows and models that are shadows and models of Jesus (Hebrews 8-10)
- The OT is about Jesus in that what happens to Israel is a warning to take Jesus seriously (Hebrews 1-2)