A profile is a collection of settings used to run a game using DOSBox. DOSBox can't use profiles to run games so D-Fend converts a profile into a valid DOSBox config file. Every time you edit a profile D-Fend automatically creates a new config file.
In order to play games you need to create profiles. D-Fend allows you to edit a profile using the Profile Editor. This is a powerful tool that you should because accustomed to.