There are no such things as "stupid" questions. However if you think your question is a bit stupid, then this is the right place for you to post it. Please stick to easy to-the-point questions that you feel people can answer fast. For long and complicated questions prefer the other forums within the support section. Before you post please read this
Can you use that gdmsetup-utility, then? I can't, so I can't really help you with the graphical way... And my attempts at finding the configuration file came up dry, as well. Now I know this file is NOT in /etc/gdm3 or in the parent directory /etc. Maybe /etc/default is the next place to investigate?
I can confirm that the unlock button for gdmsetup is broken. There were one or two other reports of it around the forums when I searched last. When I wanted to auto login I searched hard for the config file to do this with and came up with /etc/gdm3/daemon.conf