AWS Managed AD - Add office 365 Administrative Template

Can you please provide more information around the statement, "I try to add the GPO but it is not possible."

The rights to import administrative templates have been provided. Just ensure your user account is a member of "AWS Delegated Group Policy Administrators". For example, I just followed the instructions provided here and successfully built a Central Store.
https://support.microsoft.com/en-us/help/3087759/how-to-create-and-manage-the-central-store-for-group-policy-administra

Thanks for the advise. I was able to add the template following the procedure you provide.