No config file is .ssh folder

Following this GitHub guide, I’m stucked at the “Adding your SSH key to the ssh-agent” section, step 2: I just don’t have config file in my .ssh folder. Should I create .txt file named “config” and paste the following lines into it? I’m using macOS Sierra 10.14.1.

Yes!  That is exactly what you should do. Create a file named config in your .ssh folder using your text editor of choice and paste in the lines from the guide and then save the file.