Place these files (syscol.scl, config.pro, config.win, etc.) in your startup dir and Pro will read them at startup.
Here is text directly from ProE 2001 help about config files:
How Pro/ENGINEER Reads Configuration Files at Startup
Pro/ENGINEER reads configuration files automatically from several areas. If a particular option is present in more than one configuration file, Pro/ENGINEER applies the most current setting.
At startup, Pro/ENGINEER first reads in a protected system configuration file called config.sup. It then searches for and reads in configuration files (config.pro and config.win) from the following directories in the following order:
1. loadpoint/text (loadpoint is the Pro/ENGINEER installation directory) - Your system administrator may have put configuration files in this location to support company standards for windows configuration settings, formats and libraries. Any user starting Pro/ENGINEER from this loadpoint uses the values in this file.
2. Login directory - This is the home directory for your login ID. Placing your configuration files here lets you start Pro/ENGINEER from any directory without having a copy of the files in each directory.
3. Startup directory - This is your current or working directory when you start Pro/ENGINEER.
Notes: The local config.pro and config.win files (in your startup directory) are the last to be read; therefore, they override any conflicting configuration file option entries. The config.pro file does not, however, override any config.sup entries.
You can create and store custom configuration files in your current working directory. These custom configuration files usually apply to specific projects.