Hey, I'm having the same problem. I can't figure it out either. I was thinking of posting something about this but it looks like you beat me to it. I hope someone is kind enough to reply to this topic.
how to use chess engine with winboard

The version of Winboard available on the Hispanic engines site includes WinMan, a graphical user interface for installing engines. However, WinBoard in general is designed for use by people familiar with DOS and the Crafty engine, so you might be better off using a GUI that is a little more user-friendly such as Arena, Shredder Classic 2, SCID or one of the commercial GUIs like Fritz or Aquarium.
I recently got a chess engine(naum) and supposedly it needs to be used with winboard. Can someone please give me a detailed description of how I would go about using an engine with winboard. when I run the engine normally all that happens is a dos screen(black) appears. Any help would be appreciated