When using the Module Builder to create dynamic modules, the back-end views are automatically generated and cannot point out to a custom templates and code-behinds as those created through code.
However, you can customize them, as well, but in a different way. You can find more information how this can be done here
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Sitefinity CMS Ideas&Feedback Portal
and vote to affect the priority of the items