How do you save the config?
 

The title says it all... how do you save your setup?

if you mean your ui layout the file looks like

ServerName_CharacterName_eq2_uisettings.xml

I mean is there a command or something in game to save the way all the windows look etc.

If you mean where each window is, that is automatically saved in the file Ellyana mentioned.

If you're talking about which custom UI you're using (which determines the appearance of windows), that is controlled by a line in your EQ2.ini file, although you obviously have to have the files for the custom UI in the appropriate subfolder of the /UI/ directory.

If you need to force a save for whatever reason, or want to save to a file other than the default for that character...

/save_uisettings file_name_goes_here.xml

Similarly, you can specify a filename (with extension!) with the /load_uisettings command to directly load it rather than pop up the 'load settings' window.