Typings describes contract of libraries you use. This allows the TypeScript compiler that what you use exist (classes, properties, ...).
You can install typings from a repository using the typings command or let the compiler find out them leveraging the strategy specified in the tsconfig.json file with the moduleResolution attribute.
For Angular2, they (.d.ts files) are resolved within the node_modules/@angular folder since the framework contains its typings. For other libraries, like Lodash, it's not the case. So you need to install them from the repository.
To define a typings file you can leverage the export declare class clause:
export declare class SomeClass {
name: String;
constructor(name?: String);
}