You'll have to use your own engine to analyze any games not played here. Most external engines are stronger than what is available here, especially since a local one isn't a share resource limited to the depth it can search.
I can't really speak to the quality of the engines other than that. I have a few downloaded to use in post-game analysis and study but don't have a huge preference; I mostly use Houdini but just about any modern strong engine will do as well.
Am I correct in understanding that there is no way to get a game analyzed (if you have the PGN) which wasn't played on Chess.com?
BTW, just how good is Chess.com's computer analysis?
I already have Fritz 12 for game analysis?
Also, aside from human coaches does anyone feel strongly about one particular chess engine being good for post game analysis?
Thanks.