The Meshes, textures, and all the others are empty. I was trying to mess around with modding and while reading some tutorials I realized I had no content in these folders. Are they some where else?

If you don't have any mods that add new Meshes or Textures, then this is normal. The files for the actual game are stored in an archive called "Morrowind.BSA".

How do I get there?

You have to open the BSA with a BSA program, like http://planetelderscrolls.gamespy.com/View.php?view=Utilities.Detail&id=32.
Then you can easily export any files that you might need.

If you need to get to the game files you can also find them all on the Construction Set CD.

This is the highly recommended way to do it. Less chance you'll screw things up

And how would I go about making my own armor skins? Not like making a whole new armor just yet, but I mean like changing the color of existing armor or creating a unique set of blue Daedric as an example.

You have to edit the texture in a program, like Gimp or many others. (many of which are free.)
Lot of details and links http://www.zyworld.com/redwoodtreesprite/FreeGraphicPrograms.htm and more links to tutorials http://www.gamesas.com/index.php?/topic/24-comprehensive-tutorial-and-useful-link-list/

Thanks. I don't want you to waste time looking but are there any tutorials you can link me to directly?

http://brainsongimp.blogspot.com/2008/10/recoloring.html

Thanks, I was more or less refering to the recoloring of armor specifically. I've been using Gimp since 2009 though lol.