I have a project I am trying to use SlowCheetah for. I have created my config file (Test.web.config) and all the transformations I want to use (Debug_Mock.config, Debug_SQL.
SlowCheetah 3.2.20 added a, uhh, "feature", designed to respect the "Do Not Copy" file setting in Visual Studio. So if you don't have your .config file set to "Copy Always" or "Copy if Newer", it won't copy them to the output folder.
See https://github.com/Microsoft/slow-cheetah/issues/182 for some details.
This was my issue - spent three hours debugging it...