The new ADMX/ADML files are used by Group Policy to configure installations of Office 365 products, such as Office 365 ProPlus, and volume licensed versions of Office 2019 and Office 2016.
https://www.microsoft.com/en-us/download/details.aspx?id=49030
You have to copy the files to:
%SYSTEMROOT%\PolicyDefinitions
Or if you are using a CentralStore, just copy these files to:
\\DOMAIN-FQDN\SYSVOL\DOMAIN-FQDN\policies\PolicyDefinitions
