I'm giving a try of new sections feature, and I can't find config/frames.json theme file: http://prntscr.com/o916xa.
I've enabled dev preview, and I have other new folders, as content, pages, frame.
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This is an accepted solution.
Figured out that even if config/frames.json is absent, it can be added manually, via Theme Kit uploading, and this doc is enough to use for: https://help.shopify.com/en/themes/development/section-themes/theme-frames.