I had to hunt for the .NET 2.0 Configuration API in the msdn2 user guide. It's located under ASP.NET configuration! Maybe the ASP.NET team wrote it along with Role and Membership. At least this one isn't in the System.Web assembly. Look into how to create your own custom sections here.
Reference on the config sections (note that System.Configuration and System.Web.Configuration define ConfigurationSection subtypes for each defined section. Have at it!)
Here the general .NET configuration topic
Here's the secret sauce topics, inexplicably in the ASP.NET documentation.