Otherwise do the steps above by Valeros.

When the parser runs, it leaves an output folder as well as the ".mod" file. In that folder, create a "tokens" folder. Under that folder, create a folder named the same as the module. If you then put PNG tokens named the same as the monster in all lower case and ending in ".png", then the tokens should associate with the monster.

So for example, I create a module named "Monster Vault". Then in the folder called "Monster Vault" that is left by the parser, I create a directory called "tokens" and under that a directory called "Monster Vault" and under that a token named "orc archer.png". Then I zip it all back up (from inside the top "Monster Vault" directory), rename the zip file to "Monster Vault.mod", and drop it in the "modules" folder in Fantasy Grounds. When I then open that module, the "Orc Archer" monster will have that token already associated with it.