If the puzzle box is missing, you can do one of three things:
1) Go back into the dwemer ruin and follow the screenshots at this site to make sure you looked in the right place:
http://www.phuphus.com/morrowind_7__dwemer..._puzzle_box.htm2) Cheat to get one by typing the following in the console:
(you may have to hit "escape," then "`" to bring up console and avoid hitting any hot keys while you type)
placeatpc,"misc_dwrv_ark_cube00",1,1,1
The puzzle box will appear at your feet.
3) There is a plugin that places an additional puzzle box in the game, but I cant remember or find it right now, still compiling.
I hope this helps,
Romorro