You need wallet and to have it synched, to solo mine. Once that's done you hit windows key + R to, type in %APPDATA%
Then hit OK.
Look for folder with name of Wallet you just ran. Go into that, make a new text file with same name as wallet.conf. Make sure it's not saved as a text file, but as a config file. Then you just put in the basics:
rpcuser=username
rpcpassword=password
listen=1
server=1
daemon=1
rpcallowip=*
rpcport=?
rpcconnect=127.0.0.1
allowip=127.0.0.1
addnode=?
addnode=?
addnode=?
The question marks get filled in when you see posted rcp port and nodes at launch. Then in your .bat for solo mine you put usually:
sgminer -o 127.0.0.1:? -u username -p password
The question mark is the rpcport.
This will vary depending on what program you use, but it's almost the exact same syntax regardless of miner.
You then save that, close wallet, and run it again. Once wallet synched again, run your .bat and you're solo mining.