There is no automatic addition of app.config file when you add a class library project to your solution.
To my knowledge, there is no counter indication about doing so manualy. I think this is a common usage.
About log4Net config, you don't have to put the config into app.config, you can have a dedicated conf file in your project as well as an app.config file at the same time.
this link http://logging.apache.org/log4net/release/manual/configuration.html will give you examples about both ways (section in app.config and standalone log4net conf file)