As said in the GATE manual you can edit any of the existing lists in a text editor. Probably the most straight-forward way is to create these lists programatically. I.e. if you have them in a database, dump records in the gazetteer format (basically one word per line). If you have them in a csv or a web page, export them to the right format.
Another option is to use a more advanced gazetteer which uses an ontology or semantic repository. See the manual link above for different gazetteers and how to work with them.