I don't think you can directly from the Learn/Drill option on the menu. However, you can essentially do this, for example, by using the Analysis option of playing out from a position with the computer. If you keep a pgn of positions that you like to practice, then it's easy to copy the pgn's or FEN's to Analysis in order to conveniently do this.
Custom Drills?
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Thanks. Yes, I've used Analysis to do that.
From a usability point of view it would be nice for users (probably as a paid feature) to more easily store and access external games and custom positions. Currently it seems the only way to do this is to use personal blog posts to embed Analysis games into so we can "save" the games/positions. Also, a lot of people, myself included, use mobile devices most of the time so copy&pasting PGN's is not really an option, or rather it's not a practical option.
You might want to offer that suggestion via this link:
https://support.chess.com/customer/portal/emails/new
Personal suggestion: If you are an Android user, the app PGN Master is an excellent way to keep your PGN's organized.
Isn't there a way to create custom drills?