How to add my configuration file to the kernel source tree (arch/arm/configs)?

Question

I have yocto project distribution for SoM imx6ull. I want to compile a linux kernel from yocto project sources. Out of the yocto.

$ cp -rpa build/tmp/work-shared/phyboard-segin-imx6ul-2/kernel-source ~/work/tmp
  $ cd ~/work/tmp/kernel-source
  $ make clean
  $ make mrproper
  $ make distclean
  $ cp ~/my_config ~/work/tmp/kernel-source/arch/arm/configs

  $ make ARCH=arm my_config
  HOSTCC scripts/basic/fixdep
  make[1]: *** No rule to make target 'my_config'. Stop.
  Makefile:541: recipe for target 'my_config' failed
  make: *** [my_config] Error 2

How to add my configuration file to sources?