I found the file for others that look for the config.txt. If you search in Finder for Config.txt you will find probably a file that have the same date when you run the xmr stak binary.
Im trying to modify the config file because I get this error: SOCKET ERROR - [stratum+tcp://cryptonight.usa.nicehash.com:3355] 123145328123976 in Xmr-stak issue - noobie question Comment by Gustavo Márquez January 2018
I didnt find the config file, and I make a search inside that folder.