It doesn't really help to understand the concept to look at the kernel settings:

cat /boot/config-`uname -r`

This only shows which settings were used, while the kernel was compiled and unless you want to compile your own kernel, there is now use to change this.

You want to look at the output of lsmod, which shows all loaded modules. There you can guess, which module could be used for which device, In this example it is something with "iw:

$ lsmod|grep iw

iwlmvm                184162  0 

mac80211              582807  1 iwlmvm

iwlwifi               161370  1 iwlmvm

cfg80211              447796  3 iwlwifi,mac80211,iwlmvm

for each module you can see details with modinfo <modulename>

You find your device name and ID with lspci (or lsusb) for example:

$ lspci|grep -i wireless

01:00.0 Network controller: Intel Corporation Wireless 7260 (rev 6b)

then search for the device-id string 7260 in the details of the loaded modules, in this case you succeed with:

$ modinfo iwlwifi|grep 7260

firmware:       iwlwifi-7260-7.ucode

then locate the firmware-file with

$ locate  iwlwifi-7260-7.ucode

/lib/firmware/iwlwifi-7260-7.ucode