I think this will be the only way to have it.
But the more important question is, what is Your reason for hidding the CFG files.
They are needed by SE and I'm not sure, wether it will work properly if they are hidden.
I just don't want to see them in explorer (if i need them i can show them by hand). I will have a better overview if these files are hidden.
Solid Edge works fine while i am doing this manually.
Windows Explorer does not have a mechanism to hide all files of a certain type.
As you've stated, what you have to do is set a property on the individual files to be hidden. However, this is cumbersome to do one file at a time thru Windows Explorer. Instead you can use the DOS "attrib" command and change all .cfg at once to all be hidden. Then you could establish a scheduled task or watched folder utility to then periodically rerun the command line to set any newly created .cfg to the hidden attribute also.
Here is the DOS command line -- replace "C:\Program Files\Solid Edge ST10\Training" with your top level Solid Edge folder name:
attrib +H /S "C:\Program Files\Solid Edge ST10\Training\*.cfg"
However I do not know what downside there would be to having the cfg files hidden.
You could use the alternate explorer just for the purpose you originally posted. Or you can keep struggling to find a solution Windows Explorer doesn't offer. WE isn't great software. Not sure why you're married to it. Your choice. Good luck.
1 - use an alternative file explorer tool
2 - set up a procedure to always automatically set the cfg file attributes to hidden
You have been been provided solutions to both of these choices. The final decision is entirely up to you. There is no third choice to make Windows Explorer work as you are explicitly asking.