The computer analysis option is how you do it, if you want to do it on site and after the game. If you don't want to do it on site, you can download the PGN for offline analysis with whatever program(s) you have access to.
Maybe I'm misunderstanding what you are asking though.
So I used Fritz back in the days and after games I was able to run a program running to analyze the game with a machine in real time. Here I only find the option of "Computer Analysis" which is quite annoying as I want to analyze a game right after I played it! What am I doing wrong?