I ran man bat and saw several mentions of "the config file", so I looked for a "files" section to tell me where the config file is. But I couldn't find any.

The readme explains that bat --config-file will tell me where the config file is, so a good first step would be to document this option in the man page.

Maybe a FILES section would be good that lists all possible config file locations.

Do we want a batrc or bat-config man page to explain the syntax of that file? Maybe that's not required, maybe it's sufficient to add a CONFIG section to the bat man page, that section could mention bat --config-file and explain the config file syntax.