You have to run bitcoind with some settings for a username and password, and set your miner to connect to localhost (or 127.0.0.1) with that username and password.

Alternatively, you can run bitcoin or bitcoind with a flag telling it to mine coins itself, but I don't know how efficient it is.

I think there are more detailed instructions on the bitcoin wiki, but I can't remember where, at the moment. You could try running bitcoin with the --help (or possibly /help, if you're on Windows) flag in a terminal/command prompt, and it should tell you all the options and what they're for.