As of the latest update the configuration file should appear in your Documents/My Games/Xcom folder.

For adding modded weapons you will need to know the WeaponCategory, the modder may have added more. Ask your local mod creator for more info :D

CategoryWhitelist:
Slots to use categories. Uses slot enums listed below

Categories:
+Categories=(Slot=eInvSlot_PrimaryWeapon, Types=(rifle), CategoryName="Rifle")

Slot - Slot for the category

List of common slots
eInvSlot_Armor,
eInvSlot_PrimaryWeapon,
eInvSlot_SecondaryWeapon,
eInvSlot_HeavyWeapon,
eInvSlot_Utility,
eInvSlot_Mission,
eInvSlot_Backpack,
eInvSlot_Loot,
eInvSlot_GrenadePocket,
eInvSlot_CombatSim,
eInvSlot_AmmoPocket,

Types - Comma delimiated list of weapon or item type to sort by. If an item has a WeaponCategory it overrides its ItemCategory

example value: (rifle, shotgun) for all Range items

List of Weapon Categories

WeaponCategories="rifle"
WeaponCategories="shotgun"
WeaponCategories="pistol"
WeaponCategories="melee"
WeaponCategories="grenade"
WeaponCategories="utility"
WeaponCategories="medikit"
WeaponCategories="cannon"
WeaponCategories="sword"
WeaponCategories="sniper_rifle"
WeaponCategories="heavy"
WeaponCategories="grenade_launcher"
WeaponCategories="gremlin"
WeaponCategories="baton"
WeaponCategories="psiamp"
WeaponCategories="shoulder_launcher"
WeaponCategories="skulljack"
WeaponCategories="vektor_rifle"
WeaponCategories="bullpup"
WeaponCategories="wristblade"
WeaponCategories="gauntlet"
WeaponCategories="sidearm"
WeaponCategories="claymore"

List of Item Categories

ItemCategories="weapon"
ItemCategories="armor"
ItemCategories="resource"
ItemCategories="mission"
ItemCategories="upgrade"
ItemCategories="ammo"
ItemCategories="utility"
ItemCategories="unlimited"
ItemCategories="quest"
ItemCategories="combatsim"
ItemCategories="schematic"
ItemCategories="heal"
ItemCategories="defense"
ItemCategories="psidefense"
ItemCategories="psioffense"
ItemCategories="grenade"
ItemCategories="tech"
ItemCategories="goldenpath"
ItemCategories="skulljack"

CategoryName - Name to show ingame

CategoryOverrides:
Define a new category for an item.

'name' being the item's name from it's template
'category' being whatever you want to assign it to.