If you can't see either of the next files, it's because they're hidden. Go into (on any explorer window) Tools -> Folder Options and select the 'View' tab. Scroll down and uncheck 'Hide protected operating system files'. Also, you will have to right click on each one of the files below and select 'properties'. Then make sure the 'Read Only' box is unchecked.
I used the 'search' facility to search the Win98SE OEM bootdisk which I downloaded from the bootdisk website for autoexec.bat and config.sys but it does not appear to have them.
So using the pc I'm posting with I launched IE (I also have Firefox) and went to Tools, there is an option there called 'Internet Options' I looked here but can't see a 'View' option.
On the top bar to the left of 'Tools' there are options 'Favorites', and to the left 'View'. Maybe this is the 'view' I should open? I looked in there but can't see 'Hide protected operating system files'.
Am I doing something wrong...?