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FYI unless you have a fairly huge farm of GPU's (I'm talking dozens) then it's going to take AGES to solo mine anything worth value. You could solo mine some of the alt coins, but any that have an easy enough difficulty will be basically worthless anyway.

 

http://www.coindesk.com/information/how-to-mine-litecoin/

 

This should be a good start.

 

If you use GuiMiner-scrypt, it's fairly easy to set it up for solo mining, by checking out the settings menus. And yes you'll have to point it to your wallet for payout.

 

Pool mining will always be more practical for mining, so I suggest you only try solo mining for educational or knowledge/for-fun reasons.

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