If the .cfg file isn't there when you start FSX:SE, it will create a brand new one. Automatically. It won't have any changes or additions YOU may have made, and all the settings will be the sim's default, so you will need to reset them to what you want, but other than that...
Especially, ensure you reset your display size and color count, 1920X1056, 32 bit color, for example. Make sure that it matches your display's "native" resolution.
Other than that, you'll just need to set the various and sundry sliders to where you want them, or just leave them all at the sim's default. Your choice.
Does that answer your question?
Pat☺