CI use these configs in all checks installing them with `install.sh` script. If you want to run all tests from `tests/queries/0_stateless` and `test/queries/1_stateful` on your local machine you have to set up configs from this directory for your `clickhouse-server`. The most simple way is to install them using `install.sh` script. Other option is just copy files into your clickhouse config directory.
Just place file `.xml` with new config into appropriate directory and add `ln` command into `install.sh` script. After that CI will use this config in all tests runs.