my.cnf missing on all directories after new mysql installtion

Run rpm -ql MySQL-server, I bet that you will see several default configuration files available in /usr/share/mysql. Just pick one and copy to /etc:

# cp /usr/share/mysql/my-(small|medium|large|huge).cnf /etc/

If the installation process doesn't create a my.cnf file for you then you merely need to create one yourself. Full documentation on the options is available on the MySQl web site. There's no magic with this stuff and MySQL will in most cases run with built-in defaults if it can't find an options file. Webmin (really, you use that?) gets a little precious about these things sometimes but that has nothing to do with MySQL. I recommend you learn to manage your system from the command line and get proper control.