Mrs Stokes emerged from the property in the early hours of Wednesday and needed first-aid before being taken to hospital. Police then found the bodies after entering the house.
Forensic examinations are still under way and the cause of the deaths is not yet known. Post-mortem examinations are due to take place.
Officers are not looking for anyone else.
The boys' headteacher at St Mary's Church of England Primary School in the town, Rachel Ayres, said everyone had been "devastated" by the news.
Neighbour Wendy Aubrey told The Hinckley Times she was "woken up by screaming" at 2.30am.
She said another resident saw a woman standing in the street and called the police.
"All the cars came down, there were loads of them," she said. "I was kept awake by all the doors banging."
Detective Chief Superintendent David Sandall said: "A number of inquiries are now under way to understand what caused the three deaths, and the circumstances surrounding the events of last night in the house.
"Whilst we are not, at this stage, looking for anyone in connection with what happened, we would like to hear from anyone who may have information for us."
As officers were in contact with the couple during the evening, the Independent Police Complaints Commission has been informed of the deaths.