Using twig inside theme folder rather than twig from modules I installed a paragraph module and it uses twig from inside /modules/paragraphs/templates/
but I would like to override it inside my /theme/theme_name/ folder.

How can I do this?
Thanks.

Edit:

&lt;!-- FILE NAME SUGGESTIONS:
* paragraph--steps--default.html.twig
* paragraph--steps.html.twig
* paragraph--default.html.twig
x paragraph.html.twig
--&gt;
&lt;!-- BEGIN OUTPUT from 'modules/paragraphs/templates/paragraph.html.twig' --&gt;


Twig debug looks for the file in modules/paragraphs/templates and I would need it to look in mytheme/templates/. :/
Create templates folder inside your theme and enable Twig debugging, check here for how to enable twig debugging.

Once twig debugging enable look for theme suggestions and name the templates accordingly.