I just downloaded Bitcoin Core and BFGminer on linux and I would like to start CPU mining just to see how it works, maybe later I'll buy ASIC. So, how can I configure CPU mining on BFGminer?
You can run a miner on a CPU, you just won't generate any measurable revenue. But as an experiment, it's certainly possible to do. I run cgminer on a CPU as an integration test for one of my node.js modules.
This is a rough outline of the steps you can go through to install an older, CPU-supported version of cgminer on your computer: https://github.com/hashware/node-cgminer-api/blob/master/.travis.yml#L11-L24