I have to assume you meant hostextinfo.cfg and serviceextinfo.cfg. Those files are not needed. Use them, if you wish to move icons around on the maps, add pretty icons, etc.
again, I assume you are referring to the .cfg file's and not cgi files.
The cgi-cfg-sample does NOT have any lines that should be in other .cfg files. Now that does not mean that you didn't add them. If you have added some lines, then don't do that.
Why did you do this? I see nothing in the docs, that suggest's that you can define icons in the cgi.cfg file. The icons and other pretty decorations are defined in the hostextinfo.cfg and serviceextinfo.cfg files.
What files exactly does the docs talk about, that you do not have? The only one I can think of is htpasswd.users and that is created when you setup authentication. Please elaborate.
There is nothing more important that the docs to find the answers to all of your questions thus far.