The config files tell UEM from which profile locations settings must be persisted (so that they can be restored later on.) This is not about providing specific configuration settings for your users (although we also support that, via predefined settings); it's to have UEM save and restore the configuration settings that your users select themselves.
So, to use Notepad as a simple (but pretty useless :-) example:
This tells the UEM agent to save that registry tree into a Notepad.zip file for each user at logoff (or when Notepad exits), and to import that registry info again when the user logs on (or starts Notepad again.)