Your module class needs to return a collection of WebPartFactories that create your web parts, see the createWebPartFactories() method. The web part names defined by your factories will then appear in the <Select Web Part> drop-down of any folder where your module is enabled. The create_module template does not include any sample webparts or factories, but just about every other module does, so there are plenty of examples.

A trivial one:

    protected Collection<WebPartFactory> createWebPartFactories()
    {
        return Collections.<WebPartFactory>singleton(new BaseWebPartFactory("Hello World") {
                public WebPartView getWebPartView(ViewContext portalCtx, Portal.WebPart webPart) throws IllegalAccessException, InvocationTargetException
                {
                    HtmlView view = new HtmlView("I'm a webpart!");
                    view.setTitle("Hello World");
                    return view;
                }
            });
    }

Adam