The Technical FAQ or List of common problems and its solutions are useful sources. But beware, List of common problems and its solutions (containing a step-by-step instruction) seems to be incorrect at the point 'Possible reason: broken VC++ libraries'. Therefore please check out my other post. Also, a search for 'config' in Steam discussions results in multiple discussions about this issue, e.g. how to copy config file manually (it's not translated to Russian right there or in the Technical FAQ at the chapter 'COULD NOT LOAD CONFIG ERROR', but a good translator will do the favor).
And you will find some help in Technical Support (overview) as well.

For the problem with the config file it is to add that MudRunner maybe doesn't have any write permission or isn't able to write to the directory for some reason. Then the next question would be, do you have any non-latin letters in your Windows username and thus in the path where the config file is needed (C:\Users\[your Windows username]\AppData\Roaming\SpinTires MudRunner)? That could lead to that behaviour as well. If copying the files Config.xml and ShaderCache.sdc is not leading to a solution, then I would suggest creating a new Windows user trying to run MudRunner there...

EDIT: corrected a formal mistake

https://www.youtube.com/watch?v=7SkzHF4HyHA
По идее должно помочь, если я правильно понял какая у Вас проблема

да да да