It depends. Referring to your employees data you act as a Controller, who is the legal entity which defines means and purposes of processing of personal data. That imeans that the Company is free to determine how data will be processed.
If you are an EU Controller you have to apply GDPR for all your personal data processing no matter where data subjects are located. If you are not an EU Controller, and your employees are not located in the EU, then, you don't have to comply with GDPR.
Here you can find more information about the EU GDPR applicability: