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If you are an "end user" and do not have update access to /etc/mail/spamassassin, then your configuration parameters should go into your $HOME/.spamassassin/user_prefs file. Assuming your mail host's configuration allows for individual configurations, this file is read and then merged with (and supersedes) site-specific and distribution parameters. (If your host's configuration does not allow for individual configurations, then chances are you do not have a $HOME/.spamassassin directory.)
To clarify the above – if you put the *.cf files in /etc/mail/spamassassin then they are applied to all users on the system.
If you want to make the rules specific to one user, it's different. Putting the *.cf files in the user's $HOME/.spamassassin/ directory won't work; they actually have to be in the $HOME/.spamassassin/user_prefs file.