ADMX files do NOT add new objects. What they do provide are new settings and option in policies that you create. If you edit an existing or create a new policy, you will find new settings under "administrative templates" that are unique to Windows 7, such as controlling DirectAccess, etc. One feature that group policy objects have supported for a long time is that when you view a setting, it will say "supported in Windows 2000 and later" or somesuch. New ADMX files simply add settings that, when you view them, will say "supported in Windows 7, Windows Server 2008 R2, and later." Nothing more, nothing less.
-Cliff