You don't have to actually open the .cfg file, just drop it in the main FeralHeart folder. :)
Adding on,
Make sure the file icon is setup as notepad though even though you don't have to open up the file, it may not work properly if isn't setup like a notepad.
What you can do, is right click the file and select open as and then select the notepad option is available..
If not, you can try and select more option and locate the notepad file if that helps c:
No problem! Glad you got it to working! ^^