Is there a way to insert PGN files into chess engines?

So I was playing in chess mentor, and when i finished, I am given the ''instructive'' continuation of the game.

''14...Nxf4 15.exf4 (Now black's one active piece is forced to leave its post.) 15...Ng4 16.Bb2 Bf6 17.Rc1 (c7 is threatened and Re1, adding fuel to the attack against e6, might also follow) 17...Bxd4 (A big decision. This ends fears about Ne6, but gives White two Bishops and total control of the a1-h8 diagonal.) 18.Qxd4 (18.Bxd4!?) 18...Rf7 19.Rc4 (Goading Black into creating yet another weakness on b5.) 19...b5 20.Rc2 Re7 21.Rfc1 (The pileup against c7 is picturesque.) 21...Qf7 22.Qd3 (Now b5 gets the treatment) 22...a6 23.h3 (Well timed. 23...Nf6 will be met by 24.Bxf6 when the ugly 24...gxf6 is forced.) 23...Nh6 24.Bc3 (Unrelenting! The Bishop will join the Rooks in the battle to kill c7.) 24...Bb7 25.Ba5 Rc8 26.a4! (Opening new lines of penetration on the queenside.) 26...bxa4 27.bxa4 Kh8 28.Rb1 Rb8 29.Rcb2, 1-0. A fine game by Loftsson.''

This is a PGN file. Is it possible to insert it into the machine, so it will give the game if position on move 14 is given? It doesn't seem to work in arena.

It is not a PGN file. You will notice the absence of the first 13 1/2 moves.You also have to follows a format (including using brackets {for comments}.) More info here- http://en.wikipedia.org/wiki/Portable_Game_Notation

It may seem daunting but it's not rocket science. 

Using the game editor (top left of the text box here), if you have the initial position, you can recreate the position and then enter the moves and variations.  

Then you will have the ability to get something worthy of export into an engine.