Download cpuminer
minerd -a scrypt -o 127.0.0.1:port as set in conf file -u user as set in conf file -p password as set in conf file --coinbase-addr=an address from your wallet goes here -t number of CPU threads
If you have the following conf file
rpcuser=user
rpcpassword=password
rpcallowip=127.0.0.1
rpcallowip=192.168.1.1/24
rpcport=40022
daemon=1
server=1
gen=1
And an address in your wallet is : NUQAEFrWoUJvSCDKwAH2j4cA83AEiYYEh9
And wanted to use 1 of your CPU cores to mine then:
minerd -a scrypt -o 127.0.0.1:40022 -u user -p password --coinbase-addr=NUQAEFrWoUJvSCDKwAH2j4cA83AEiYYEh9 -t 1
Just verified it works, mined 2 blocks to the above address.
-Dave