I would like to autoload some lang files inside my module. I tried to create a config.php file from the app/config folder in the module/config folder, but my lang files would not load, and I am not sure it can be done this way.
I think this way is wrong. You can use language file load process at your module's controller before() method. If you use autoload language file by module name (eg: blog.php(lang) file for blog module), you can use at base controller's before() method. [eg usage] :
There is no relation between config files and lang files, so I'm not sure I follow you.
What exactly do you want to do? You want to 'always_load' a language file from a module?
That is not officially supported (a module should be self-contained), but you can try to use "modulename::langfile", which will only work if the module has been loaded first, so make sure the module is also defined in the 'always_load' module section.