[Radek]

Yes. Start the game and click "data files" in the opening menu. You will get a list of your plugins. Double click the plugins you want to play with. You should see a checkmarks at them on the list. Quit from the data files and start the game. The plugins will be loaded. (Note: the same way you "uninstall" a plugin. Double click the plugin so that the checkmark vanishes, etc.)
Usually, you will get warning messages about "master files", which do not correspond to the plugins. You can usually ignore them and click "ok". You can get rid of them by means of loading the plugins (along with the Morrowind master file) into the game editor and save them.
Also, a new plugin often needs starting a new game. Otherwise you can encounter problems during the game. You will see. Try continuing the game and if you run into serious problems than cannot be solved by means of a console then start a new game.