to use SSH for the first time, start the service with (in Fedora, I think
service sshd start
this will generate keys if necessary and start the server.
As far as catting sshd_config goes, you must be in the folder or provide the proper path.
The path will be something along the lines of:
/etc/sshd/
/etc/ssh/
/etc/openssh/
ellaborate if necessary.