I don't know of the case of ClamClient but I read that in the case of Bitcoin, the bitcoin.conf file is optional and not usually created automatically, When I had wallets installed the .conf file was always there, I don't remember a case that need to create it from scratch, It was there when I needed to add things like nodes IP, maybe it's part of how your OS works with the wallet, so if you don't have it and you know that you're in the right directory where the file should be, you should try to find a sample to use it as a template for your configurations or just add the parameters that apply to your case and create the .conf file. This can be done in many plain text editors just by saving the file as .conf