How to create templates for a custom module to show on the front end within my theme?

Templates in wordpress just needs to be valid PHP files. You need to place your template inside theme ( or child theme directory ).

Have you placed the template in plugin directory ? if yes it won’t work.
https://gist.github.com/gmazzap/1efe17a8cb573e19c086

Template file set via setTemplate must be in theme (or child theme)
folder.

For more details of the issue you can try turning debug more on in wordpress and enable error reporting.