There is no openhab.cfg. That’s one of the changes with openHAB2. You can read about this here: http://docs.openhab.org/tutorials/migration
If you followed the instructions here and here you should be able to find your configuration folder at /etc/openhab2/ and can now start to configure your bindings and addons in services/addons.cfg and continue with creating your things and items. Have a look at this thread for some more hints.