are you saying that after installing the full version of CHDK, starting your cam and CHDK, and shutting down
your cam you don't have CCHDK.CFG in the /CHDK folder ? At the next start (cam + CHDK) you should be able to find it using Miscellaneous -> File Browser.
In /SCRIPTS you should have "default.bas", plus 2 folders, EXAMPLES and TEST.
/TEST should have 2 lua scripts, badpixel and llibtst, EXAMPLES 8 :
countd~1.lua, eggtimer.bas, input1.lua etc.