How to add more connection limit to mysql server?

It is not created by default. You must create it with the configurations you want as specified in that tutorial.
 
Are you saying your /etc directory is missing and that you can not locate it or that you can not find the my.cnf file? If the later did you run the very first command given in the tutorial?

That would have specifically been
Code:
vi /etc/my.cnf
followed by the action of applying sufficient pressure to the enter key causing the circuit to switch allowing the Operating System to interpret the key input and execute your command? (Also known as the return key) :p
 
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