where,What to specify the config in Initialize method of Membership Provider

I am trying to implement custom membership provider . I am using the sampleprovider source code available in MSDN that implements the overridden methods available in memebrship provider. I see this  config - which takes the configuration settings. It is of NameValueCollection type. Any help on where to specify the config and what to specify ?  Because I don't see the web.config file in the source code.
 public override  void Initialize(string name, NameValueCollection config){ }
http://msdn.microsoft.com/en-us/library/44w5aswa.aspx
-Thank You
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