Your settings or configuration are saved in local database. So normally you would need to set it up everytime your Mendix runtime is connected to a different database, like in the cloud every environment.
What you might be able to do is create an export mapping for the config entities and export your local settings to a JSON structure.
You can then use this structure to import your configuration in every environment you want, for instance with an after-startup microflow with import mapping.
For now, this export/import functionality is not included in the named Marketplace modules I believe so you would need to implement this yourself.