By analyzing your games. Those things can see variations and variations and variations of moves, find blunders, tactics, etc. etc. etc.
how can a chess engine help me?

Study your own game first, without the engine,and then run the engine to see how close you were to finding the correct plans.
Good Luck.

The worst thing you can do is let a chess engine 'auto-annotate' your game and leave it at that. Like sirness said, first annotate a game yourself and then use a chess engine to see if you missed any tactical shots. Also don't blindly follow a chess engines' pv (principal variation i.e. the best line in it's opinion). For example in a given position a chess engine might give 4 possible moves, the pv giving White a slight edge, something like 0.30 and others giving equality 0.10-15 or something. However, the deeper you go into the pv, it becomes apparent that only a computer or a GM could play that line, as it requires exact moves to retain that slight advantage, the slightest slip and you end up worse. The other moves, giving equality, would be better choices and easier to play.
How can a chess engine help me?