Yeah I'm also essentially completely lost... I have my 4 RAW files (which I also combined into 1 larger RAW file, if needed) but TESAnnwyn doesn't appear to be functioning or something, and... I donno. I'm just confused now. xP
Make sure you have the RAW file in the same directory as TesAnnwyn, create a .bat file (just create a new txt file and change it's extension to .bat, then right click and choose edit) and paste the command line in there, save the file and then execute it. For a 4x4 heighmap use the following command line:
tesannwyn -i Skyrim -w WorldSpaceEditorID -p 1 -b 16 -d 4096x4096 -x -64 -y -64 -h -22192 RawFileName.raw
Change WorldSpaceEditorID to your desired worldspace ID, and change RawFileName.raw to the RAW file that contains your worldspace. I can't guarantee that the -h offset is correct in your case, I base it on worldspaces created by L3DT, but I think it'll be fine.