My understanding of it is that nim.cfg is just a list of flag passed to the 
compiler. The list of existing flags exists in the compiler documentation 
<https://nim-lang.org/docs/nimc.html>

On the other hand config.nims is a nimscript that is automatically executed 
upon compilation It can be used to add / define flags to the compilation, but 
since it is a scrip it can do much more things (define task, have conditoinnal 
etc.). You can find more about on the NimScript pages : 
<https://nim-lang.org/docs/nims.html>

My recommandation would be to prefer config.nims over nim.cfg because projects 
builds tends to increase in complexity over time and config.nims is more 
equipped to handle that complexity than nim.cfg. 

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