Aaandy,
Templates are copied to /data directory during the installation of the module. The original template is located in /modules/somemodule/theme directory and the working template is located in /data/somemodule/theme directory as you already know.
If you want to create your own template or edit the existing one you can work on the template located in /data directory - this way you will see changes immediately. Once you are happy with the result just copy the file to the proper location (/module/somemodule/theme).
If you modify the original template then you need to use the method described by Adam - using Admin tools, which rebuilds all templates by copying all of them into /data (working) directory.
Please remember that after the upgrade of EPESI files will be overwritten therefore you need to take this into consideration. The best method is to create a custom template with a unique name or create a completely custom module that will change the template of the module.
In the future we will call templates directly but I don't know when we will be able to make this change.