cgminer -c cgminer.conf
There is a whole cgminer thread here: https://bitcointalk.org/index.php?topic=28402.0
The information you seek is right there, on the FIRST page.
Is there any excuse for your not having made acquaintances with the README file? It contains some very useful tidbits of information and is packaged with cgminer.
After you have familiarized yourself with it, proceed to examples.conf which contains example configuration.
Edit it to suit your needs, save under a different filename, load using the -c parameter when invoking cgminer.
Beware of typos in the config file. Cgminer will just terminate if it cannot parse it.
I'm aware that JSON is a total pain to edit by hand but you'll be doing that just once.
Alternatively, you can press S (as in settings) in the main screen of your configured cgminer, then W (as in write config file), enter a filename and there's your configuration.