If you would like to launch "menuconfig" for your Zephyr build, add "-t menuconfig" to the end of your build command.
For example:
west build -p -b mg100 -d ble_gateway_dm_firmware/build/mg100 ble_gateway_dm_firmware -- -DAPP_TYPE=mqtt -t menuconfig
For more information:
Interactive Kconfig interfaces — Zephyr Project Documentation