Do you have to configure everything on Linux?
No. If you installed the system, you should realize a lot of configuration has already happened for you. If you don't believe me, think about it. If your GUI is running, xorg.conf is done, your monitor works, the keyboard works, the mouse works... and it your are using linux to post, the network works. The list goes on.
As you add more applications, you may have to do some configuring, that is true. Linux is not for everyone. If you expect everything to be 'automatic', you are going to be disappointed. You will have to learn a few things.
This board is an excellent source of information, and there are many who have forged the path before you. Many are prepared to help, and will freely share their knowledge and experience. If you are interested in learning much more about how things really work, keep going, and don't give up.