We don't ship a user.config file because we don't want to overwrite it during upgrades. We ship a file named user.config.sample in the root of the web that can be re-named to user.config. In fact if mojoPortal is installed by the web platform installer it automatically renames this file and puts the database connection string there.
If you do manually rename the file then you need to copy your database connection string from web.config into user.config
user.config can override settings from the <appSettings section of web.config, that is the only thing it can do, no other parts of web.config can be added to user.config.
Hope that helps,