It's FSX: SE so I actually have it installed in my steam files (steamapps-common-fsx)
Everything seems to run ok, I get the textures, but I always am a little concerned when I get windows I shouldn't get.
And yes I did run the latest orbxlibs, however I didn't run FSX before running orbxlibs, is that a problem? Because at the end of the orbxlibs install, it gave me the same message (couldn't locate scenery.cfg)
EDIT: And yes, sorry, I do have a scenery.cfg and scenery.cfg_orbx_backup in my program data