You should aim to put all your html in .html file(s). As an app grows, it will help you to keep them separate. The example you link to is a 'simplified' version - this is not how you would structure things in an actual app. You would load html from templates in the render function. A (though this is also simplified as I am relying on script tags) pattern would be:
HTML file:
[...SOME HTML...]
<script type="text/html" id="template-contact">
  <div class='contact'>
    <h1>Here's my template code</h1>
    <strong>name</strong>
    <span>email</span>
  </div>
</script>
Then in your Backbone view render function:
 render: function() {
   template: _template($('#template-contract').html(),
    this.$el.html(this.template()); 
    return this;
 }
Then somewhere else in your Backbone code you create a new instance of the view and render it.
var example = new view_name();
example.render(); //This loads the html template 
If you need to dynamically load the html from a server, you can use underscore (or whichever template engine you are using) tags in your template '<%>' and use models. This is best explained in Addy Osmani's book Developing Backbone.js Applications which, incredibly, is free. Here's the link to the relevant section