Creating the Central Store is a very easy process and is something you can accomplish from any Domain Controller in your environment. Simply create two new folders inside your SYSVOL catalog, and the next time that any GPMC inside your environment opens up, it will automatically check for the existence of these folders. Once discovered that the folders exist, GPMC will automatically pull any ADMX and ADML files from this SYSVOL location into their local Group Policy Editor.
When you're logged into a Domain Controller, create the following PolicyDefinitions folder for ADMX files:
%systemroot%SYSVOLsysvolmydomain.localPoliciesPolicyDefinitions
Create accompanying language folders for each language you want to support, such as the following:
%systemroot%SYSVOLsysvolmydomain.localPoliciesPolicyDefinitionsen-US
In the preceding locations, make sure to swap out mydomain.local with the name of your own domain.
That's it! GPMC pulls information from this SYSVOL location whether you are launching it from another Domain Controller, or from a Windows desktop running RSAT tools. This makes rolling out new Administrative Templates (and maintaining consistency among them) so, so, so much easier!