While older versions of Cocoon used one single big file for the configuration of components (the cocoon.xconf), the later versions support to split this configuration file into several files using an include mechanism. You can refer to properties from within your configuration files and Cocoon will replace these accordingly.
Although Cocoon is moving away from the Avalon framework (which is of course still supported for compatibility), still the main part of Cocoon is configured by using the Avalon configuration file format. By default all configuration files ending with ".xconf" which are contained in the WEB-INF/cocoon/xconf directory are included. So, you can just add your own configuration files there and they are included automatically. The name of the configuration file is required to end with ".xconf". The files are read in alphabetical order.
You can use per sitemap components using includes as well. By default all Avalon based configuration files from "config/xconf" and all Spring bean configuration files from "config/spring" are included.