The folder structure you posted is for your own feature so I did not assume from that that you are using mojoPortal source code. One could still do that while using the pre-compiled mojoPortal files, but if you are sure you are using mojoPortal source code then I'll take your word for it
All the features in the source code includes code behind .cs files. Maybe you are looking at the ones that do get copied up to Web from other projects, the source code is not copied only the .ascx, .aspx files are copied and the .cs files are compiled into dll copied up to Web/bin but are not copied up to Web. So if you look under Web/Blog/BlogMudule.ascx you won't see any .cs file there but it exists in mojoPortal.Features.UI/Blog.
I see one problem in your folder structure if you posted it correctly then it is not setup correctly. Your movies folder should not be directly below /Setup, it should be under /Setup/applications/movies
In any case if your code is not working as expected you should set break points in your code in your project then rebuild your project then launch mojoPortal.Web project in the debugger and you can step through your code. If your code is not executing it could be that you do not have events wired up correctly in your code.
Hope it helps,
Joe