Untill now, I saved the config files in AppData/myuser/Virtuali, as it is written in the manual...
That's not the correct folder, the correct folder is
%APPDATA%\Virtuali, not %APPDATA%\myuser\Virtuali
AND, under the Virtuali folder, there will be an Airplane folder, which contains the name of the airplane, same as the root folder that contains the airplane in the FSX\Simobjects\Airplane folder so, for example, a GSX.CFG for the default B737-800 will be saved in the following folder:
%APPDATA%\Virtuali\Airplanes\B737_800
Of course, if you just press "Save", the editor automatically use the correct folder. It's only if you press "Save As..." that you will be allowed to choose a location to save it, so you can potentially made a mistake. The "Save As..." option is useful if you want to share the file via email, post in on a forum, so you can select a more convenient place to store it.