fill an already created matrix

Look at the following code. I eliminated the static methods (they look horrible) and everything works. Additionally, in the config () method change the initialization to use the global class.

/**
 * @author gmora 
 * */
public class Main {

    private String[][] maze;     //matriz para el cambas
    private final String player = "O"; //Icono del personaje
    private final String muro = "#";   //Icono del muro
    private final String vacio = " ";  //Espacio en blanco del tablero
    private final String Win = "V";    //Icono de meta
    private final String puerta = "="; // Puertas
    private final String llave = ";";  //llave
    private int x = 1, y = 1;

    public void setMaze(String[][] maze) {
        this.maze = maze;
    }


    public static void main(String[] args) {
        Main main = new Main();
        main.setMaze( new String[10][20]);
        main.crear();            //creamos el tablero
        main.actualizar(" ");    //Mostramos el tablero creado
        //play();               //Empieza el juego
    }

    public void crear() {
        for (int i = 0; i < maze.length; i++) {
            for (int j = 0; j < maze[i].length; j++) {
                if (i == 0 || i == maze.length - 1) {
                    maze[i][j] = muro;
                } else if (j == 0 || j == maze[i].length - 1) {
                    maze[i][j] = muro;
                } else {
                    maze[i][j] = vacio;
                }
            }
        }
        config(); //configuramos el tablero en base a la dificultad
    }

    public void config( ) {

        maze = new String[][] {{"#", "P", "#", " ", " ", " ", " ", " ", " ", " ", "#", "#", "#", "#", " ", " ", " ", ";", " ", "#"},  //1
                {"#", " ", "#", " ", "#", " ", "#", "#", "#", " ", " ", " ", " ", " ", " ", "#", " ", "#", " ", "#"},  //2
                {"#", " ", " ", " ", "#", " ", "#", "#", "#", " ", "#", " ", "#", "#", "#", "#", " ", "#", "#", "#"},  //3
                {"#", "=", "#", " ", "#", "#", " ", " ", "#", "#", " ", "#", " ", "#", "#", "#", "#", " ", " ", "#"},  //4
                {}}; //Esto entero

    }

    public void actualizar(String txt) {
        //borrar();
        //Comprobamos si ha ganado
        if (maze[x][y].equals(Win)) { //se usa equals para comparar String
            //win();
        } else {
            maze[x][y] = player;
            for (int i = 0; i < maze.length; i++) {
                for (int j = 0; j < maze[i].length; j++) {
                    System.out.print(maze[i][j]);
                }
                System.out.println("");
            }
        }
        //play(); //Comprobamos la tecla que pulsa el jugador
    }
}

Ignoring the other problems that I see in the code, it seems that your immediate problem is that you are working with 2 different variables maze .

You have the local variable in the config() method:

String [][] maze = {{...

And then you have the global variable maze :

static String[][] maze;     //matriz para el cambas

Obviously, what the config() method does is lost, because it does not work with the global variable maze .

A tip: try to avoid the use of global variables, just to avoid this type of mistakes and many more. If it already causes you problems with such a small program, imagine the headaches with a more complex program.

Recommended reading: Why is it considered bad practice to use global variables? .