Simply, how?

I have a heightmap .raw that I've run through tesannwyn and when I load the resulting .esp into CK along with skyrim.esm, I do not see any new worldspaces on the list. Am I missing a step?

Did you put your esp into the Data folder for Skyrim? TesAnnwyn doesn't automatically do it, unless you use the multi purpose gui. That can be found in the nexus mods for oblivion. For some reason, I cannot post links. Freakin brilliant.
Also, good luck with getting your worldspace to show up correctly. I've just spent my whole day off trying to get a worldspace to properly generate.

I did indeed manually move it to the data folder. It does show up in the launcher and CK's datafile selection window. Just not sure how to find it inside the CK once it's supposedly loaded.

Oh, I think I know. If you go to the cell views, it should be listed under there. Normally it comes up as Interior spaces. That drop down should give you the name of your worldspace. Also, if you do not have anything in your Data/heighfield folder, you can choose your world in the heightfield editor and it should show up there. Hope you can find it.

Nope, it's not under that dropdown. I can manually add a worldspace to that dropdown by making a new one inside the CK but those are just flat ground that's underwater.