Create theme files for plugin

Here is the code that will let you return your single-event.php if the post type is event:

function my_event_template($single_template) {
    global $post;

    if ($post->post_type == 'event') {
        return dirname( __FILE__ ) . '/single-event.php';
    return $single_template;
}

add_filter( "single_template", "my_event_template" ) ;