You can write your configuration file to disk using the following command in the CS:GO console;

host_writeconfig <name_of_file>

For example, if you wanted to write your current configuration settings to a file called "myConfig.cfg", you would use the following in the CS:GO console;

host_writeconfig myConfig

This would create a file called myConfig.cfg containing all of your current configuration settings in the Counter-Strike Global Offensive\csgo\cfg folder within your Steam folder or Steam library folder.

Using host_writeconfig without any parameters will save all of your current configuration settings into the config.cfg file.