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

I want to compile a linux kernel from yocto project sources. Out of the yocto.
I did the following:
$ 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?