Is duplicating a config file from vendor a must in Lumen?

I've installed a new package on Lumen and there is a config file in that package(vendor/friskals/countries/config/country). Do I have to duplicate that file to the folder config in my project to use the value in that file? I try not to copy it and there is no impact. So, I wonder whether it will have an impact in the future or not.
folder config