Previously the common and accepted way to add a policy template into a new group policy was to do it from within the policy itself, that would be done by right clicking on Administrative Templates and then adding it from there, picking the correct template you were wanting to add, as below;
Though in a domain environment, you really should be looking at doing this centrally by creating a central policy store. Doing this has a few advantages, such as all the policy template files being replicated round all servers either via FRS or DFSR, and only having one place to go to update or add templates, making future management simpler. Microsoft have all the details, but it’s a fairly simple process;
Note: Each subfolder is named after the appropriate ISO-style Language name, for example, to create a subfolder for U.S. English, create the subfolder: %systemroot%\sysvol\domain\policies\PolicyDefinitions\EN-US
This should make your life a little easier when it comes to managing policy templates.