You can use this article by Oleg Sych.

But here are short instructions:

1. Add a config file for each configuration to the project.

   You need to add App.Debug.config and App.Release.config but your solution may contain another configurations. For it you can use this pattern: App.<ConfigName>.config

   1. Open .csproj file for editing(before that you should unload project)

   I think you know how you can do it :)

2. Add information about binding main App.config

   Find the project file section that contains all App.config and App.*.config references. You'll notice their build actions are set to None:

   <None Include="App.config" />
   <None Include="App.Debug.config" />
   <None Include="App.Release.config" />
   <None Include="App.<ConfigName>.config" />
   

   Find the Content tags and add this strings:

   <Content Include="App.config" />
   <Content Include="App.Debug.config" >
     <DependentUpon>App.config</DependentUpon>
   </Content>
   <Content Include="App.Release.config" >
     <DependentUpon>App.config</DependentUpon>
   </Content>
   <Content Include="App.<ConfigName>.config" >
     <DependentUpon>App.config</DependentUpon>
   </Content>
   

3. Enable transformations in the *.csproj file

   In the end of *.csproj file put this:

   <UsingTask TaskName="TransformXml" AssemblyFile="$(MSBuildExtensionsPath)\Microsoft\VisualStudio\v10.0\Web\Microsoft.Web.Publishing.Tasks.dll" />
     <Target Name="AfterCompile" Condition="exists('app.$(Configuration).config')">
       <!-- Generate transformed app config in the intermediate directory -->
       <TransformXml Source="app.config" Destination="$(IntermediateOutputPath)$(TargetFileName).config" Transform="app.$(Configuration).config" />
       <!-- Force build process to use the transformed configuration file from now on. -->
       <ItemGroup>
         <AppConfigWithTargetPath Remove="app.config" />
         <AppConfigWithTargetPath Include="$(IntermediateOutputPath)$(TargetFileName).config">
           <TargetPath>$(TargetFileName).config</TargetPath>
         </AppConfigWithTargetPath>
       </ItemGroup>
     </Target>