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mehstation is the main frontend of your box, with a nice interface with keyboard/gamepad support, displaying all the configured platforms and their executables (ex: emulator and their roms).
mehstation-config is an app to configure your mehstation setup.
Quick drawing to understand what's going on:
Go to the page : Configuration.
Maybe you already have some emulators configured into EmulationStation and so you'll maybe want to [Import from EmulationStation](Import from EmulationStation).