Windows Vista introduced a new format to display policy settings (Administrative Templates). In Windows Vista, these registry-based policy settings are defined by standards-based XML files that have an . admx file name extension. The . admx file format replaces the well know legacy . adm file format.
Windows Vista does only ship with . admx files located in the % windir%\PolicyDefinitions folder.
For more information on “How to create the central store“: Q929841 and Managing Group Policy ADMX Files Step-by-Step Guide