I think I have rsync, but no /etc/rsyncd.conf file
 

I think I have rsync on my system. I have these files:

/usr/bin/rsync
/usr/share/doc/rsync/examples/rsyncd.conf
/etc/init.d/rsync
/etc/default/rsync

But I have no /etc/rsyncd.conf file. Is that normal?

I have been trying to read up on configuring rysnc. But it seems that every tutorial, like this one;

http://www.fredshack.com/docs/rsync.html

Starts out with directions for editing the /etc/rsync.conf file.

Am I supposed to build that file? Or is something wrong?

That's probably correct - I don't think you have one by default.

rsynchd.conf is used to set up modules and so on, and is not required to run the daemon itself. You can happily perform many functions sithout one.

Have a look at man rsyncd.conf