Mining without pool where does the bitcoin/reward go if successful? I was wondering 2 things:

How to set up cgminer to mine without a pool? 

If if I am successful solving the block how do I claim it / send to my Bitcoin wallet?

I don't have a huge 'rig'. I know you need high hashrate… just starting out and want to know. I can't find this answer anywhere else sorry to ask.
Read the cgminer documentation about "solo mining".  You'll need to install and set up bitcoind and sync the entire block chain, so see its documentation as well.

As far as payouts, note the --btc-address command line option to cgminer; that specifies the address to which the reward will be sent.