The beauty of ADMX/ADML files is that the process for importing them is as simple as making sure those files exist in the proper locations. After copying your files into the correct places, the next time that you launch GPMC they will be automatically available inside the interface.
On a single Domain Controller, the location for copying our new ADMX file is C:WindowsPolicyDefinitions.
Technically, the location is %systemroot%PolicyDefinitions – if your Domain Controller has something other than C:Windows defined as %systemroot%, you'll need to drop the file inside that location instead.
You will see many ADMX files listed inside this location. Yes, this is where all of the existing settings inside GPMC's Administrative Templates folders are being pulled from:
