The game's GAME_CONFIG.INI file is used to store many game options such as resolution, controllers etc. If this file is missing, the game will create a new one with default values.
If you feel that you have config related issues (e.g. unexplained crashes, glitches after changing game options), then you can try deleting this file so a new one can be created by the game.
Quit to Windows
Locate (see valid locations below) and delete the GAME_CONFIG.INI file
Restart the game
Depending on your game version and installation (x86, x64) the game's config file can be located in one of the following locations.