this's just simple explanations:
Like the above comment said, solo mining only worthed on coins that have a low difficulty and also low Net-hash.
So, the first thing that you should do is find coins with those criteria (old or new coins)
After you find which coin that worth to do solo mining, you can download the official wallet of that coin, then edit the config file (if it is available) or you can create it by yourself. Adjust the mining software with the coin (Algorithm) that you want to mine.
Coin config file location:
If you are using Windows, usually you can find that file over here (Win 7,10) C:\Users\<username>\AppData\Roaming\(Coin Name)
Will be different for each OS
Coin config example:
server=1
daemon=1
rpcuser=You User Name
rpcpassword=Your Password
rpcallowip=xxx.xxx.xxx
rpcport=xxxx
You can be modified as your needs.
Some miner decides to build a private pool to do solo mining, that may be your alternative.