After typing "/insim 29999" ingame in the chat, nothing happened first. I found out that the config dialog only showed up when LFS runs in window mode (not full screen). So I installed again, run LFS in window and then it worked. Maybe that helps somebody else.
But I am still stuck because I dont know what to enter for adminpass and pubstats. Somebody told me "create an identkey" but I dont know how / where. Can somebody help me please? Thx.