For most Visual Studio .NET language integrations, app.config files are treated specially. Before the target application is started, (with or without a debug session), the language package ensures that the app.config file is automaticallly copied to the target application's configuration file. Visual C++ does not have this feature, however it is easy to get the same:

Add a file named app.coinfig to a Visial C++ project and choose the following project settings:

Command line: type app.config > "$(TargetPath).config"

Description: "Updating target's configuration file"

Outputs: "(TargetPath).config"

Notice that the file is copied via the command type and piping. I prefer this to using the copy command here, sbecause this command ensures that the date of the compiled file is automatically adapted whenever the file is copied.