No, once you created your own bmeconfig file, just need to copy into SD card, not making folder.
It seems like another user faced similar issue, and fixed.
https://community.bosch-sensortec.com/t5/MEMS-sensors-forum/BME-Development-Kit-App-Bluetooth-connection-not-working/m-p/27642#M7812
Could you check this one?
Thank you.
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