I'd like to mine with my Intel HD Graphics 4000 (128SP 16C 350 MHz/1 GHz, 1.8 GB DDR3 1.6 GHz 64-bit, Integrated Graphics). I think it has support for OpenCL, as I ran benchmark software, and it said it has.

So I tried to use CGMiner on Windows in the single pool mode:

cgminer -o http://pool:port -u username -p password

But it said it could not find any devices:

 cgminer version 3.8.5 - Started: [2013-12-25 13:41:02]
--------------------------------------------------------------------------------
 (5s):0.000 (avg):0.000h/s | A:0  R:0  HW:0  WU:0.0/m
 ST: 2  SS: 0  NB: 2  LW: 5  GF: 0  RF: 0
 Connected to dogepool.pw diff 16 with stratum as user Zignd.igor
 Block: f190f72c...  Diff:472  Started: [13:41:07]  Best share: 0
--------------------------------------------------------------------------------
 [P]ool management [S]ettings [D]isplay options [Q]uit
--------------------------------------------------------------------------------

 [2013-12-25 13:41:00] Started cgminer 3.8.5
 [2013-12-25 13:41:01] No devices detected!
 [2013-12-25 13:41:01] Waiting for USB hotplug devices or press q to quit
 [2013-12-25 13:41:01] Probing for an alive pool
 [2013-12-25 13:41:02] Pool 0 difficulty changed to 16
 [2013-12-25 13:41:02] Network diff set to 472
 [2013-12-25 13:41:07] Stratum from pool 0 detected new block

What should I do?