Actually, the templates folder is still included in WooCommerce, just like before. Just copy its contents to yourtheme/woocommerce and, hey presto, it works!
N.B. This doesn’t work when you use the woocommerce_content() function in a woocommerce.php.
WooThemes actually have a good primer page that they even link from a nag after you have installed WC2.0.