If you don't want to copy a bunch of files by hand, there is another solution. The reason the .cfg and other files don't get copied is because Intellij doesn't think they are resource files. To solve this, you can change your Intellij settings as follows:
1. Go to Settings/Preferences -> Compiler -> Resource patterns
2. Add <;?*.cfg;?*.info;?*.lzma> (without the chevrons, obviously) to the end of the list of resource files.