1) Click the Settings icon in the main toolbar
2) Go to the Engine section in settings and access the Engine tab at the top.
3) From there, click the + button at the bottom of the installed engine list to create a new engine.
4) BROWSE to the location of UCI engine and click Open.
5) Once installed, switch back to the General tab and set your new engine as default in the Select default engine for Analysis drop-down list.
The Video example below is demonstrating this with our ICC for MAC software which is quite similar to ICC for Windows.
Video example: http://screencast.com/t/zpK4vdgP