Correct! I will explain now, the different clues:
1) You call that a failure!: The test was supposedly a failure yet it destroyed the moon in a way that would have been more than enough to wipe out all life on Earth!!
2) Sometimes you're blue and things get a little better... and then a little worse:
At first, the blue guys (Andorians) are helpful and then they betray Archer.
3) Sometimes you definitely should look a gift horse in the mouth!:
Shran's help had an ulterior motive attached to it.
4) A substance that sometimes makes people travel through time is involved:
The Kemocite used for the weapon was what sent Quark and team to the 20th century. (DS9)
5) Sometimes when you're making something big, it helps to make a smaller one first.:
The weapon tested was a smaller version of the one that would be used to destroy Earth.
Your turn.