First configure HTMLCOIN wallet for solo mining
You have to compile bfgminer https://github.com/johninaustin/ yourself.
cryptojoeholder created a Windows binary for us https://github.com/cryptojoehodler/bfgminer-32bit-html/releases/tag/bfgminer-html-2.0.2-AMD.
To solo mine:
bfgminer -S opencl:auto -o http://localhost:4889 -u user -p password --no-gbt