A kubeconfig file which is yaml based, is one of the ways to configure the context of kubectl tool.
When using Rancher, the kubeconfig file can be downloaded from links on the top right of the Rancher UI.
On Windows, kubectl can be configured by creating an environment variable KUBECONFIG with the value being the full path of the yaml config file.
On Linux, the default location kubectl is going to locate the config file is ~/.kube/config. Basically rename the yaml file to simply config and place it in a .kube directory on the home dir.
To check that the config is correctly picked up, run kubectl config current-context. This shoud return the cluster name that the config file is pointing to.