There are two different methods to creating mvparts. One is by right clicking on a solid and using the convert to mvpart command. If you have used this method to create your mvpart then you are out of luck and need to start over as the part is stored in the drawing and not in a directory. If you have your mvpart files sitting on your desktop or any other folder then all you need to do is paste the files into your mvpart catalog and then regen the catalog. Notice that I said files and not file. Mvparts take three files to create. A bmp file, a xml file, and a dwg file. You can regen your catalogs by using the regencatalog command.
They're created when the MVPart is built by MEP. CONTENTBUILDER from a command prompt will get you into the MVPart editing tools to add a block based part. It's pretty simple to build a block based MVPart, as they walk you thru a step by step "what needs to be done" method. This will also add it to your current MEP catalog per your OPTIONS config under MEP Catalogs and allow you to reuse it as much as you need.