Sorry man, but I can't walk you through setting up cgminer. I'm sure there are a lot of tutorials in this forum.
You can get the latest binary here:
http://ck.kolivas.org/apps/cgminer/
Here are binaries with CPU support, apparently:
https://github.com/kanoi/cgminer-binaries/tree/master/3.0.0
I don't use Windows though, so I can't say any more about the files.
If you use Linux, you should compile it yourself, make sure to read the README and README_SCRYPT in this case.
You can then run cgminer like this:
cgminer --scrypt -o http://fcpool.com:8377 -u worker_name.1 -p x --verbose --auto-fan --auto-gpu --intensity 14
Before running cgminer, you have to set two environment variables:
This is how you would do it with Linux:
export GPU_MAX_ALLOC_PERCENT=100
export GPU_USE_SYNC_OBJECTS=1
In Windows, you can use System Settings:
http://www.itechtalk.com/thread3595.html
Hope this helps, if you have specific questions open a separate thread, I'm sure someone will be able to help you out.
This stuff is overwhelming and I still only understand maybe 5%, but in the end I managed to get it running, you will as well!