I'm not sure how specific to get. You can import a game as a pgn file, a position as a FEN position, or simply enter the moves manually (click on the Edit button first).
The Help index lists the topics "Analyzing", "Analysis lines", and "Automatic analysis".
I fill stupid to ask this here, but there we go. I bought Houdini and installed in Arena. Now: how do you usually enter the moves and analyse them? I did not find this simple information from the "Help" in Arena, and just trying around did not help me.