.GFX files are Scaleform GFX files, which in turn are essentially decompressed Flash movies (FWS). DoW2 uses the Scaleform GFX library for 2d art assets such as menus and HUDs.
The first step to editing is hex editing the .gfx files into valid .swf files. The first 3 bytes should be the characters 'G', 'F' and 'X'. Change these to 'F', 'W' ans 'S' and then rename the file extension to .swf.
The second step is to find a program that can edit, decompile or convert the swf file in order to make changes. I recommend Flash Decompiler Trillix by Eltima, which can perform some limited editing directly or convert the file to .fla, which allows it to be edited with Adobe Flash CS. Flasm can also be used to convert the files to .flm, which are text readable files containing byte code (flash assembly).
The third step is to reverse the previous steps and convert the file back into a valid .GFX file.