As soon as we create a scene7 configuration and click save then all the "_CSS" & "_DMSAMPLE" folders are created under synced folder (default: /content/dam) and same will be pushed into Scene7 server as well.
In below mentioned page I have found the Sample asset manager page link.
If you review the config as per  , check value for "assign to folder". Looks like you did not explicitly select a path you wanted to sync. Please specify the path and I believe you should be good with it.
Assign to Folder - lets you assign this cloud configuration to a specific folder. By default, the root folder of the entire asset repository is selected.