I've come across an issue when trying to create "clean urls" with my new install that's very strange. There is no config.php file in the config folder. Nor is there a license.php.
It's impossible for system to work fine without these files in /config folder. Please make sure that you are looking at the correct folder. If system is working, these files should be in place.
It's also possible that your FTP client cached content of the folder for that session if you visited it before the installation. This is a frequent "issue" with Transmit for example (actually, it's a nice feature that speeds up folder browsing, but you need to be aware that it does that to avoid confusion in some cases).
Unless you are using a hacked system that changes the way configuration file is loaded, that's not possible. Force refresh /config folder content in your FTP client, or use a different client, to verify.