Thanks man! the resonse was fast!
Engame trainer software

Hate to send you offsite, but I must!
www.chessgym.net/flash/exercises.php
http://www.chessvideos.tv/endgame-training/endgame-simulations.php
To be honest, I don't know if these sites are using engines with tablebases, which would be best.

As long as you're using 5 or fewer pieces (the two kings and three pieces or pawns), the best setup (imho) is your favorite UCI-compatible GUI, the Fruit 2.3.1 engine, and 3-4-5-piece Nalimov tablebases.
1) GUI - I like Arena, others might have another favorite. Arena will take some time to tweak and learn to use, but that's the price you pay. You can download either the setup file or the standalone ZIP file.
http://www.playwitharena.com/?Download:Arena_3.5.1
2) Engine - You'll need a UCI or Winboard engine that supports the Nalimov tablebases. The UCI engine Fruit 2.3.1 is perfect for this use. It's not a top engine, but for this use, it doesn't need to be. It's a stable and reliable engine, and it allows up to 24 multi-PV lines. You'll have to install Fruit into Arena. The Arena help file has instructions for installing engines.
https://web.archive.org/web/20120106181217/http://www.superchessengine.com/fruit.htm
Nalimov tablebases: The only negative of using Nalimov tablebases is that they'll take up a little over 7 GB of hard drive space. Download the 3, 4, and 5 piece files, extract them from the 7z archives, (I recommend checking the MD5 hash values to verify file integrity), and put them all in one folder. You'll also have to configure Fruit to point to this Nalimov folder.
https://chess.cygnitec.com/tablebases/
Hi,
I am learning chess endgames, and I am looking for a software/website, where i can just practice end games with a computer having limited pieces.
For eg, if i want to practice queen mate with a lone king. I should have only my queen and my king along with the opponent lone king, and the computer should play the opponent move.
Is there any software or website which have this functionality?