You are doing it correctly. There is a way that templates get loaded from the file system, but this only happens on a new installation or if there are no templates yet in the database for the site. If it sees no templates in the database, it loads the "default" ones from the /Data/emailtemplates folder, but once there are any templates existing for the site the only way to add new ones is to paste them in, and this puts the template into the database.
Best,
Joe