How do I fix "make: No rule to make target `config'"?

You can't run make config just anywhere - You have to be in a directory which contains a Make file. To verify:

ls Makefile

This file has to contain a target called config:

grep ^config Makefile

(this last command will not match all possible Makefile syntax, but if it's a simple file it should at least show you if there is another target like configure or configuration.)