To continue working on a plugin you need to use the "Set as Active File" button before you load it, otherwise the CK thinks you want to use that plugin as a template to copy/paste stuff into your new WIP.
Merging was possible with the Morrowind CS, but didn't exist in later games. If you really did already a lot of work you *could* use TESsnip (Part of http://newvegas.nexusmods.com/downloads/file.php?id=36901) to manually merge the plugins, but I think as a newbie learning to use the CK is already enough, you don't really want to fiddle with a low-level editor.
Call it an exercise and load one of the plugins and redo the rest (or ask again for instructions how to do it with TESsnip)