I've seen a couple of mods having their own .ini files for some settings in the CK, for easier and faster customization without having to change the .esp. For instance Realistic Lighting has really good customization: http://skyrim.nexusmods.com/downloads/file.php?id=7654

How do you add one of these? I'm going to start a mod of my own so it would make things easier as well for me if I could start testing different values through an .ini file instead of through the .esp.

Realistic Lighting uses a custom-made java program to modify the esp based on whats in the ini.

I just found out...

But what about all other mods that have .ini files, like All Natural and such?
Are ALL .ini files created like this, through external programs like java?

If then... tough luck for me, I have absolutely no idea how to do that :/

Mods can load in a custom .ini file that overrides the game engine settings you can change in the default Skyrim.ini/SkyrimPrefs.ini files. Some landscape/texture mods may do that, to enhance visuals. But if you want a configuration file with variables and settings that you can read via Papyrus, the existing system won't do that. This functionality could likely be added by something like SKSE--OBSE had it--and I suspect it is high on the SKSE team's list of requests.

Ah okay, so a custom made .ini file has to be added externally, either by java or wait for SKSE to implement it?
I hope it's not too complicated to do, because it would really easen things for me and for future downloaders by my mod. Perhaps I can find someone willing to help me create one of these .ini files though if it's too complicated for me, as I know 0 % about scripting, coding, etc...

Script Dragon already allows this, so mods that use SD tend to use this a lot. SKSE probably can do it as well. I just haven't used it.