Sounds like you're running on Vista, which keeps plugin files in a hidden directory. If that's indeed the case, browse to your Morrowind directory, and up near the top of the explorer window will be a button that says "Show Compatibility Files" (or somesuch). Click that and it'll take you to the folder where your plugins are actually installed. You can manually move the files to your Morrowind/Data Files folder without causing issues, but by default, Vista will always place new .ESPs in the "Compatibility" folder.
You can also use the Enchanted Editor to access them, that's what I do. They'll be saved with a .001, .002, etc after the names. From what I've seen, it would seem that the higher the number, the longer ago it took place.
And yes, get the tutorials. Also, search for Morrowind Scripting for Dummies, I don't have a link but it's pretty much the definitive text on the subject. When I have a problem, that text and the function helpfile of MWEdit usually answers my questions.