Are you on about something like the kern.config file, you get on BSD Unix-like systems? There isn't really anything like that in Linux, since it doesn't use a compiled, monolithic kernel. You can stop some Kernel modules from loading, by putting them in your blacklists files, and so on. I do that with an ancient Toshiba Satellite, that I use as an improvised KVM, that know I'll never use the Firewire ports on, for instance.
Otherwise, what exactly did you have in mind?