...
/themes/my_theme/modules/my_module/my_module.tpl
/themes/my_theme/css/modules/my_modulesmodule/my_module.css
/themes/my_theme/js/modules/my_modulesmodule/my_module.js
Since PrestaShop 1.5, the path is slightly longer
/themes/my_theme/modules/my_module/views/templates/front/my_module.tpl
/themes/my_theme/css/modules/my_modulesmodule/views/templates/front/my_module.css
/themes/my_theme/js/modules/my_modulesmodule/views/templates/front/my_module.js
...