For a long time I have tried to add .admx files to individual group policies using the management editor, as I do with older .adm template files. However, whilst the conventional Add/Remove Templates method works for the old school .adms, it gives the following error message if you try and add an .admx:
“file.admx is not a valid template file. Only files that end with the .adm file externsion can be added to this Group Policy Object.”
Why does this happen? Because Microsoft revised their policy on where the templates were stored and implemented from. Now, you just need to make sure that your required .admx files are placed in the %systemroot%\PolicyDefinitions folder. Also, the .adml files (which should be provided) need to be placed in the appropriate language subdirectory (such as en-us) of this folder, for the policies to list and work correctly. This only needs to be on the system you manage group policy from, not every DC in your Active Directory network.
The upshot of this new method is that for every .admx / .adml file you add to this folder tree, it is automatically available to all GPOs managed with that system. Converesely, I believe under the old system that you had to add the .adm file to every individual policy you wanted to use the template in.