This video gives a very brief overview of the top chess engines as of early 2016. As always, one of the best out there is free.
Links to the pages shown in the video:
This is a just a quick video guide on downloading and installing one of the most powerful chess engines in the world, which also happens to be free!
Stockfish’s latest release, version 7, can be downloaded here.
Actually, it’s unclear whether Stockfish is the number 1 or number 2 engine. Komodo recently beat Stockfish 6, but I don’t believe it has faced off with Stockfish 7. In either case, you don’t really need Komodo unless you plan on playing Carlsen in the coming days (even then, if you can beat Stockfish, you can beat Carlsen–but hey, you’ll never beat either of them!). 😉
If you want instructions on how to get the visual interface that runs the engine, you can find my walkthrough here: http://www.welearnchess.com/how-to-install-a-free-chess-program-on-your-computer/
A pgn file is basically a simple text file with chess game notation that can be read by chess software. If you have a pgn file of your game (or of games of others), you can play the moves out in a chess program and, if you wish, analyze them with an engine.
Most chess websites will let you download a ready-made pgn file, so all you have to do is download it and open it in SCID or whatever chess program you use.
However, if you use websites that don’t let you download the pgn files of your games (e.g., chess24) or sites where they give you the pgn but you can’t actually save the file, only copy and paste (e.g., chesscube), you’ll want to know how to make your own pgn files. The video below shows how you can do this (again using all free software).