Actually, HKEY_CURRENT_CONFIG is simply a pointer to the HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\CurrentControlSet\Hardware Profiles\Current registry key, which in turn is just a pointer to the currently active hardware profile listed under the HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\CurrentControlSet\Hardware Profiles key.
So HKEY_CURRENT_CONFIG really just exists so it's easy to view and modify this data, which you can do in any of the three locations since they are all the same.
Here are the two registry keys you'll find under the HKEY_CURRENT_CONFIG hive:
See HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\CurrentControlSet\Hardware Profiles for more information on the hardware profile information seen under HKEY_CURRENT_CONFIG.
HKEY_CURRENT_CONFIG can be accessed by clicking on the HKEY_CURRENT_CONFIG hive on the left side of the Registry Editor program window.