I believe this depends on your module’s Makefile. I think that if multiple modules are built and installed by the Makefile, the same is going to be achieved on Yocto. The hello-mod recipe is the standard way to build out-of-tree modules so if your Makefile is somewhat “standard” it should already deploy any .ko files it builds.
As @gustavo.tx already mentioned, The hello-mod recipe is the standard way to build out-of-tree modules, if you follow correctly the example all .ko files will be deployed to your final image.
Here is another example that is based on the hello-mod recipe.
If with all these examples you can’t make the recipe work, please send us your files so we can analyze and check what may be causing this issue.