If I am not gaming, I am reading!
Yeah, that one takes some work to get into. It's well worth it though!
There's a help text under Help > Mage Knight module guide & help text in the top bar menu of the module.
To start a solo game you scroll down in the main map window (with the blue wedge). There are four "cards" below the map, click the leftmost with the text NEW GAME 3 mana dice. This takes a few seconds. Afterwards 5 new buttons appear above the enemy tokens. Click the one for Solo conquest scenario and you're all ready to go.
Great! Thanks for the help. I will give that a try.