You need to create the config files and load the configuration yourself. If you want to create the config files inside the config folder like laravel, then you can add this in your bootstrap.php (or you can also create your own configuration provider):
collect(scandir(__DIR__ . '/../config'))->each(function ($item) use ($app) {
$app->configure(basename($item, '.php'));
});
Then you can use this configuration as normal:
config('configfile.test');
The answer was taken from here: https://github.com/laravel/lumen-framework/issues/107#issuecomment-435608448