This is fairly straight forward and there is no any special thing to do compared to traditional menu items. So here is how you do it.
First you need a routing defined. Here is a great example of how you add a routing to your config form https://www.drupal.org/docs/8/api/configuration-api/working-with-config….
So from that example:
example.routing.yml is looks like below ("example" is the module name).
example.settings: path: '/admin/structure/example/settings' defaults: _form: '\Drupal\example\Form\exampleSettingsForm' _title: 'example' requirements: _permission: 'administer site configuration'
Now add another file called example.links.menu.yml ("example" is the module name).
example.settings: title: 'My Title' parent: system.admin_config_services route_name: 'example.settings'
Parent is important here:
For "Web Services":
For "Regional And Language":
Other possible values for Parent:
parent: system.admin_config_media parent: system.admin_config_development parent: system.admin_config_search parent: system.admin_config_system parent: system.admin_config_ui parent: system.admin_config_content