Siri,
Basically if you are using pre 6.x IS/EDI versions you have to create schemas/doctypes using templates (4010.template) file…If IS6.x and above you either use sef files or install from ISAdmin webpage see EDI link and there you will find Install Document Types option,after install the EDI schemas will be stored in WmEDIForTN package EDIFFSchema folder.
Search this forum for installing procedure using edi templates or with .sef files
HTH,
RMG