If you make the moves in the program, it can do things such as compare your opening moves to those played at the highest level using an openings book, give you a numerical score of who is better in the current position, and analyze for what it thinks is the next best move or sequence of moves to play.
How you do it?.

How do you analyse a chess game with the help of chess program?.
You ask a good question, and the answer is very important.
First, analyze your game WITHOUT an engine. Do your best to evaluate how you are doing at each point in the game. If you thingk you are slightly ahead, make a note of it. If you think you made a poor move, not what move you should have made. Only AFTER you have gone through the whole game, even bother using an engine.
Then go through the game and see if the engine agrees with you. If it disagrees, figure out why. Look at the moves. Did you miss a tactic? Did you simply misunderstand the position? You may then need to aska stronger person WHY you misevaluated a position, but even if you do not have another person, you will have gone through the exercise and understand better.
Engines can actually hurt your game like not exercising will decrease your muscle strength. Ues your own stength to analyze then have the computer check you afterward.

You can get stockfish for free and it is the strongest chess engine in the world. I am going to bed, but if you want more info, let me know and I will share with you tomorrow

It's around 24 dollars on Amazon. But Stockfish is probably a better choice anyway, and it's free. The only reason I use Fritz is because it was gifted to me.
How do you analyse a chess game with the help of chess program?.