If you intend on assembling your finished application you can use something like rake-pipeline. This, of course, implies that you also need to use rake-pipeline during development.
If you do not want to assemble your templates, you can call Ember.TEMPLATES['templateName'] = Ember.Handlebars.compile('template content goes here') in your app. You can then separate these templates out to different files, which you will include in your index.html file.
Other than that I do not think there are other options. You could fetch your templates via an AJAX call and feed them into Ember.Handlebars.compile, but then you risk your templates being available too late in the application's lifecycle. Another option is to generate this on-the-fly on the server that delivers your Ember app, but you then most likely have to build-your-own solution.
Refer to the following for an application that uses the Ember.TEMPLATES[''] option: https://github.com/joachimhs/haagen-software.no/tree/master/app/
It is a little cumbersome, but you do get used to it...
There really isn't that many great options for this sort of functionality, and its not a whole lot Ember.js can do about it I'm afraid. .