Try this:
Create a directory for your project (actually, you'll be creating two projects) and switch to it.
Enter the command:
mvn archetype:generate -DarchetypeCatalog=http://cocoon.apache.org
choose artifact 2 to create a sample block answer other questions appropriately
Enter the command:
mvn archetype:generate -DarchetypeCatalog=http://cocoon.apache.org
choose artifact 3 to create a cocoon web app answer other questions appropriately
Import maven projects into ME, File->Import->Maven4MyEclipse->Existing Maven Projects (use the parent directory, created above, as the base for import (copy it if you want to keep the original pristine as importing will actually use the project folder in place). Ignore errors.
In MyEclipse, edit the webapp pom and add the dependency as defined for the block project (you may be able to use content assist - Ctrl-Space - in each field after typing in the first few characters for groupid, artifactid and version). Save the pom.
Open the webap project properties (right click, select Properties) then go to the MyEclipse->Web page and Deployment tab. Deselect "Use workbench default settings" for Web Project Deployment Policy and select the JAR... choice. Click OK.
You should now be able to deploy using MyEclipse - try deploying to the inbuilt Tomcat server and use http://localhost:8080/cocoon-webapp/block1/
to reach your block in a web browser (change "block1" to whatever you called your new block).