Webapi does not use BundleConfig.cs "directly", just for the record due to the tag you added Asp.net-web-api, Webapi is for creating services with REST, and can have the Json or Xml format in the body of the response and payload.
I won’t go into detail about Webapi, but back to BundleConfig.cs, it has meaning to be used on web pages, so you will not use with Webapi, at least "not directly", since it is possible in a same project to work Webapi and other type, such as MVC.
Now talking about creating the project and the BundleConfig.cs it must have been because you created a "Web Site" (shortcut Shift + Alt + N) with Razor v3, this does not come with the folder App_Code or App_Start
By tag Asp.net-mvc I think you want to create a project with Asp.net-mvc, so in VS press Ctrl + Shift + N and select ASP.NET Web Application (I use version 4.6.1):

Then select MVC (note that if you want to create a project MVC+Webp API select where this written Add folders and core References for: and select the option Web API):

After creating note that the folder appears App_Start

When I created the project, I did it as MVC and didn’t create the file. What do I do then?
– pnet
@pnet veja: How do I add Bundleconfig.Cs to my project?
– Marconi
@Marconi, thanks. I managed to create the file.
– pnet