Well, at last!
Thanks fellow members of the forum for your help and suggestions.
In case there is someone else who has the same kind of questions about editing the mp.config and such:
You have to download and install in your PC an FTP editor. In my case, it was FileZilla. From that program you log in to your FTP and then you have access to all your files. You download them, edit what you need to edit with Notepad, and upload what you need to upload, in my case it was a file for the Spanish version.
What this es_ES.mo file did to my blog was to change the language of the DASHBOARD, but not of the site per se!
That is, the standard headers, like "Recent Posts", "Recent Comments", "Leave a reply", etc, all continue to appear in English.
That's not very useful...