I know it's impossible to solve a block on solo mining, but if somehow someone got really lucky, what would be the message be using cgminer? I can't find any documentation on cgminer messages.

Also, even if such a miracle happened, how could cgminer know where to put the coins if all it knows is the local Bitcoin server address and port? I mean, it doesn't know any Bitcoin address - does the server just randomly pick one from your client? Very weird.