I don't seem to have one, the OpenTTD Folder in Documents is missing. how can i get this back and why doesn't uninstalling and reinstalling create this file again?
the cfg file (and the personal directory) do not get created during installing, but during first startup. however, this can fail if the location is not writable. (check permissions in this case)
or it might pick up a .cfg file in some other location (check debug "misc=3" output in that case)