But I haven't understood what is the "configuration file"
Your Code::Blocks configuration file, usually named default.conf unless you are using personalities. By default it is in %APPDATA%\codeblocks under Windows, and in ~\.codeblocks under Linux.
where I can fine one if it's the first time that I use cb_share_config...
If you didn't start C::B yet then there is no configuration file yet.
As the tool is named cb_share_config and in case you have no config then there is nothing to share, so the tool is of no help.
Understood!
Thank you very much at all!