Diggis No idea whether the regular Morrowind savegames are compatible with OpenMW (probably not).
As to the expansions, you need to enable them in the OpenMW launcher.
After you enable them in the content list, you might need to run the settings importer again in the settings tab of the OpenMW launcher as well (you need to do it after you enable additional content that was not enabled before, eg if you enable / disable expansions or mods).
