As mentioned before, You need to add the py.typed in the package folder of the module.
You also need to add that file to the setup.py package_data – otherwise the file would not be part of the package when You deploy it.
I personally put the type annotations in the code and dont create extra stub files – but that is only possible from python 3.4 upwards. If You want to make python2.7 compatible code, You can not use inline type annotation – in that case You can use stub files.
If You want to type annotate a third party library, You can write a *.pyi file for the functions You use for that library. That can be a bit tricky, because MYPY must only find that *.pyi file ONCE in the MYPY Path.
So I handle it that way :
for local testing, the MYPY path is set to a directory were I collect all the 3rd party stubs,
for testing on travis, I have a subdirectory in the package with the stubs needed for that module to test it on travis, and set the mypy path accordingly.