I think you're conflating a couple of issues.
from fuel.datasets import <name> will only work if the dataset wrapper class is actually part of the fuel.datasets package, meaning it's distributed with Fuel's source code. This is limited to stuff that is officially supported by Fuel. It has nothing to do with where the data is actually stored.
You can move the hdf5 file you've created into whatever you have "data_path" set to in your ~/.fuelrc, but you will still need to import the class you've written from "from yourpackage import whatever".