You won't need mul files to add new designs, and I don't know anything about .mms files. Megamek uses .mtf files for its mechs (I'd suggest creating with Megamek Lab) and all other unit types utilize .blk files and can either be made using MML or need to be hand edited in a text editor.
All new units (MTF and BLK files) go into data\mechfiles and I'd suggest creating a customs folder in there for them. Also, new units are not added to the MM units cache until the program is closed and restarted (i.e. if you add a design while you have MM open, you won't see it until you close and start MM again).