The Arduino IDE will always consider the file you're editing as a .ino sketch. If you save it, it will try to create a dir with the name you give, and save the current file as .ino inside it. The underscore between the name and the h extension make me think you gave Morse.h as filename and it substituted the dot with an underscore.
The .h and .cpp must be created with the "New tab" command in the Arduino IDE and then moved manually to the library folder under sketchbook/libraries, or written with a standalone editor.
Anyway I guess it doesn't really matter anymore if all of this makes sense or not, since you figured it out on you own.