I think that's more of a GUI feature than an engine feature. Arena has a "Show attacked pieces" option, but it works only on the immediate next move. That is, it doesn't look ahead any moves. The Shredder GUI has a similar feature. I'm not sure, but I think the Fritz GUI may also have a similar feature, but I'm going on fuzzy memory.
Engines for novices


Lucas Chess has a tutor mode. If your move is very far below the best move of the engine, then the tutor shows you the better alternatives. You can set the threshold yourself, so only serious blunders or missed opportunities trigger the tutor.

Try Lucaschess, the best training tool for free. Some say it's even better than some of the paid ones.
I've never used an engine and at my level it's no use being told my move was bad because in 7 moves things will go wrong. I'm far too busy leaving my pieces hanging or failing to spot that I'm one move away from a rook fork - stupid 1-move blunders basically.
So I wondered are there engines (or much less powerful tools) which I can play my games, and it will simply highlight "danger squares" on each move e.g squares where a piece is un-protected or a piece can move to next move and do something nasty?
Obviously I could not use this playing another person without them knowing but it seems to me it could be a useful training tool to help me lean positional awareness and so on.
Are tools like that around? Does chess.com want to add them to their own website?