I'm having a little trouble setting up practice endings to play against different engines.

Say I want to practice K+B+N vs K, how do I set that up?

Thanx in advance.

You can even practice here:

http://www.chess.com/computer-workout/

or here:

http://www.chessvideos.tv/endgame-training/endgame-simulations.php

Or, with SCID:

1. Edit > Setup Start Board
2. Play > Serious Game (or Tactical Game)

With serious game you're given the chance to select your favourite uci engine (I use Stockfish 1.9.1), while with tactical game SCID will use Toga2 and Phalanx.