In Morrowind, you cast 'Soul Trap' or use one of the scrolls. You cast it on the rat and it has a purple halo swishing around it for about 30 seconds, depending on the spell duration. If you kill the rat before the trap spell expires, the soul will be trapped in any empty soul-gem you are carrying.How do you steal a soul?
Just cast them over and over. That's what I did. for example, if you want toincrease your restoration, cast theheal spell over and over and over. Everytime you cast it gives you xp. Same with acrobatics. If you want to increase acrobatics, just jump a bunch of times.
Or you can get trained. I'm not sure exactly where the trainers are for each school of magic, but a lot of magic trainers hang out in the mages guilds.
Or do you mean increase your magicka? You can probably do that with amulets etc. Or level up.