Momentum is calculated by taking the product of mass times velocity. Thus, a moving tennis ball would have a nonzero momentum. However, since a tennis ball has a relatively small mass, it would need to have a high velocity in order to have a large value for its momentum. Since velocity is a vector (having both a magnitude and a direction), momentum is also a vector.
When a tennis player hits a tennis ball with his racket, he imparts a force onto the tennis ball, which changes the direction of its momentum to return it over the net. (The value for this change in momentum is called impulse, which is equal to the product of the force applied and the time for which it is applied.)
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