This is not how the Search Guard configuration management works: The actual configuration is not kept in configuration files, but is stored in an Elasticsearch index. This allows for hot configuration reloading in a running cluster and also means you do not need to place any configuration files on your nodes (and keep them in sync):
Generally speaking, there are three approaches:
Using sgadmin
This is a command line tool for uploading configuration files to the Search Guard configuration index. If you have used the Search Guard demo installer, it already created a pre-configured sgadmin_demo.sh script which you can simply execute.
Use the REST API
When using the REST API you need to first configure the Search Guard roles that should have access to it:
You can then use any of the endpoints to change configuration, like adding a user:
Use the Kibana Config GUI
The Config GUI uses the REST API under the hood, but has a graphical interface: