Help me understand ADMX templates in server 2012

My environment is a Server 2012 R2 Domain with four DCs at 2008 DFL/FFL.  We support 600+ users.

I am in a citrix class and the instructor is tell me NOT to install the Citrix ADMX templates on my domain controllers.  He is saying install them on a PC to manage Citrix Group Policies.

In our current environment, we use a central store and all of the DCs have the Citrix ADMX templates on them.  I personally do know of another way to install them.  I'm thinking that if the templates are not on the DC, the DC can't apply the policy.

Can someone explain to me how the use of a central store works for ADMX files?  I think I am confused or he is.  :)

Thanks

Cliff