Why can't i find the config folder in my.minecraft folder?

So i'm downloading a mod, and the last step is to put the mod in my config folder, but i can't find my config folder anywhere!
i'm at the same part as in the video, which is AppData - Roaming - .minecraft, and all i had to do was drop the mod in the config folder, but it's not there! Can anyone help where i can put it instead or where i can find it?