Hi,
Normally, just adding a config file should be sufficient, however there could be several factors interfering with it. Please try reopening the solution file to reset all caches; if it doesn’t help, please check whether the new configuration entries appear in the command-line configuration interface (right-click on the project in Solution Explorer -> Open MinGW shell -> make menuconfig). If not, please check with Espressif whether the ESP-IDF version you are using requires some additional steps (or try comparing your project with one of the samples that has custom KConfig files).
If the entries appear under make menuconfig, but not with VisualGDB, please let us know your esp-idf version, your project type (Make/CMake) and the exact steps to reproduce it (if the problem can be reproduced by adding a KConfig file to a basic ledblink sample, please archive and attach the project demonstrating the issue) and we should be able to fix it promptly.