SPOILERS
.
.
.
.
.
.
The Warlocks Ring is in Ashirbadon, which is on a small island just east of Bal Fell. If you take one step east of Vivec, you will be on a land mass that decends south from the Ald Sotha shrine. If you take one more step east, you will be at Bal Fell. And one more step east gets you to your destination.
Try entering Bal Fell here:
Morrowind Online Map
The way you get into Anudnabia is by entering Omaren AT, right beside it. But this is for an important Imperial Cult quest, so if you're going to play the Cult, don't go in there yet.