The cs_pkcs11_R2.cfg file serves as a configuration file for the PKCS#11_R2 shared object library. Use cp (or scp), to copy these two files from the installation media to the appliance, placing them into /opt/cs/pkcs11_r2 or similar, making note of any changes to this recommendation.
Additionally, the ADMIN.key may optionally be copied to an easy-to-find directory location. This is done as a convenience.
TIP
This assumes you are using the factory-default ADMIN user and the corresponding ADMIN.key credential (keyfile, or factory-default configured smartcard), which will not be the case for a live deployment. If you are using your own corporate HSM Administrator login(s), use that/those here, instead.
The target directory used here for the files is arbitrary.