By default, these ADMX and ADML files are stored and managed independently on each machine that interfaces with Group Policy. Basically, anywhere that you launch GPMC is going to pull files from that machine's own hard drive. Let's face it, many of us still log into a Domain Controller every time that we need to modify something inside GPMC, and so if you were to handle the distribution of ADMX/ADML files on your own, you would be looking at the task of copying these files onto the hard drives of each of those servers. Then, combine that with any other administrative workstations you have that are using the RSAT tools in order to launch GPMC from Windows desktop operating systems, and suddenly the easy task of pushing out a new Administrative Template becomes a burden.
Thankfully, there is a much, much easier way to roll these settings out to all of your management machines! Group Policy information is stored inside Active Directory, and Active Directory is ingrained into almost every aspect of our domain-centric environments. We can make use of something called the Central Store in order to roll these new template settings out to all management machines at the same time. The Central Store allows us to put the ADMX and ADML files into place just once, and all of those settings are then distributed to all Domain Controllers automatically. Once the Central Store is created, all management machines (Domain Controller or otherwise) look to it in order to find these new template files.