I bought a CFx.

I bought a CFx which is sold in the store.

If you install it after looking at the wiring diagram, does it look like NeoPixel?

Do I need to set up a separate SD card?

Hello, forgive me for not understanding your question.
The wiring diagrams are for specific setups. There is a wiring diagram for in-hilt LEDs and Neopixel. For Neopixel you want to follow that specific diagram in the manual. I recommend reading through the manual a few times, drawing out your wiring diagram manually, and comparing everything to ensure youve got it right.
The SD card that came with the CFX is the card you use. Do not solder to the board with the SD in place as it could damage the card.
I recommend backing up the default files on the SD card to your computer before you mess with anything so you dont lose the files if something goes wrong.

I'm sorry.
I'm using a translator.
My question is how do properly setup the config file for Neo Pixel.

How should I explain this?Do I have to change something other than LEDSTRIP in the config?
What's the composition?

All of that is covered in the manual.