Before ADMX and ADML files existed, this process was handled by older ADM files. In those days, there were fewer files overall, but each file contained much more data. Now, ADMX files are language-neutral, so they contain an accompanying ADML language file. The ADMX file contains details about the settings that can be changed by this policy, while the ADML file contains all of the text strings and descriptions (such as the text listed on the Explain tab inside each setting) that correlate to those settings. This makes it possible to port settings over to multiple languages. Every ADMX file should have a corresponding ADML file, and each language has a folder listed inside PolicyDefinitions. For example, here in the US, we typically utilize the following location for placing our English ADML files:
C:WindowsPolicyDefinitionsen-US
Again, C:Windows is really whatever your %systemroot% definition points to.
Once both the ADMX and ADML files are in place, open up GPMC and edit a GPO. Now, when navigating into Computer Configuration | Policies | Administrative Templates, we can see a brand new folder listed here that is full of DirectAccess Connectivity Assistant settings: