That particular mission has you trying to disarm the Sigil Stone before that Daedric Siege Crawler comes through and destroys thye town of Bruma. It is not even remotely Dwemer, who have no relevance in Oblivion beyond their armor and weapons as items.
Indeed, it doesn't really look very Dwemer, and it's powered by a Sigil Stone, and while the fact that it's being used by Daedra doesn't, in itself, mean that it can't be Dwemer, if it was, we'd probably get some indication that it's supposed to be of Dwemer make if it indeed was, so I'd say it's safe to say that it's Daedric and not Dwemer. If you explore the plains of Oblivion, you might notice some other Daedric devices, such as certain traps, like landmines and those spinning things that shoot fireballs, which seem to have a somewhat similar style to the siege engine, which I'd take as more evidence that it is indeed a creation of Mehrunes Dagon or his servents.
And actually, I don't think I can recall any mention of Dwemer at all in Oblivion outside of the armor and weapons and maybe a few books that were in earlier games too (And I can't even recall if any books related to the Dwemer made it into the game or not.) so it's pretty clear that not much focus was put on them. In Oblivion, their role is filled by Ayleids instead.