There are two options.
Right click on the Mule Project and go to
Run As --> Run COnfigurations
Then Select
Java Application
. Then right click and selectNew
Add your config file name as shown in the picture and run it.Create a mule-deploy.properties and keep it in the src/main/app folder. Add the configuration resource entry to it. This will be helpful when you package and deploy mule application onto a mule standalone server.
config.resources=my-mule-config.xml
Refer to the following link for more detials on Mule in Eclipse.
Creating a Mule project in Eclipse
Hope this helps.