There is no web interface to define new templates. It's all done by the modules, through code (same thing applies to configuration options). Please check email_templates table for details.
OK, Thank you. I was surprised to find that a.) they were stored in the database instead of as standalone template files, and b.) there was no interface for adding them even though there was one for editing them. I wound up just inserting a new one into the database via SQLYog.
Usage of email templates is not automatic - modules call them. Because of that, there no point in offering a web interface to create something that will not be used. Instead, module adds templates it needs on installation and user can change the content later on. Check installation method of Source module for example.