If you have a single-file module like this, no folder will be created, your .py file will be moved directly into the directory which contains the other python modules (/usr/lib/pythonX.X/site-packages/, for example). That’s why you have to create a directory:
$ .
|-- happy_birthday/
|-- __init__.py
|-- art.txt
|-- MANIFEST.in
|-- README.rst
|-- setup.py