This article explains what a configuration file is and how to use the CFG or CONFIG file you have.
App Configuration, where does it go? Configuration files, environment variables, external service?
A file with the file extension .CFG or .CONFIG is a configuration file used by various programs to store settings specific to their respective software. Some configuration files are plain text files, but others may be saved in a format specific to the program.
A MAME configuration file is an example. It stores hotkeys, keyboard mapping settings, and other preferences specific to the user of the MAME video game emulator. Because this format uses XML, the file is entirely text, making it easy to view and edit.
Some programs may create a configuration file with the file extension .CONFIG, such as the Web.config file used by Microsoft's Visual Studio software.