I am not sure what exactly you mean by "how to configure it", but I can give you some pointers, and if you need more, please ask a more specific question.
gfsecurity.properties is suported in GemFire 6.6 as well.
gfsecurity.properties follows the same format as gemfire.properties, and GemFire will look for it in the same places it looks for gemfire.properties. The reason for having a separate file for security properties is that it allows for controlling access permissions on the file separately from gemfire.properties. In other words, you can have stricter access permissions in place for gfsecurity.properties, then for gemfire.properties.
Implement Security section of the User's Guide provides additional informantion.
SSL Sample Implementation includes a sample gfsecurities.properties as well.