The Analysis window displays the analysis of [TheActivePosition] by [TheChessEngine], along with information about the analysis' status. It can show the end position of the first line variation, and supplementary information about the analysis' status. This window also provides functionalities to annotate chess games.
Like this:

The tab at the top of the window shows the name of the engine you selected. In the screenshot, it's Stockfish 6 32 bits. Below the tab you can see information about the analysis status: "depth," "nodes," etc. Then you can see the line variations the engine is currently analyzing (or the recent ones it analyzed if the Lines button is set to 1: cf. below). At the bottom of the window, you can see a row of buttons, which are functionalities for analysis.
An analysis consists of a number of line variations with their respective evaluation by [TheChessEngine]. Evaluations are in centipawns, i.e. one hundredth of a pawn unit. The negative sign indicates that the position favors Black.
Whenever the board changes, SCID sends [TheActivePosition] to [TheChessEngine], which gets evaluated. This analytical process goes on as long as [TheChessEngine] is running.
To start or stop [TheChessEngine], press F4.
A list of information about the analysis at the top of the Analysis window. It looks like this.

It is the information you can see at the top of the window, in bold. By default, the status bar shows: the estimate of the position (rounded to tenth of centipawns); depth; nodes; time.
Depth - the number of half-moves reached by the engine;
Nodes - the number of positions analysed for the current result;
Time - the amount of seconds (or micro-seconds) spent to reach the current evaluation.
By clicking on the Show Engine Info button, the status bar also shows:
Current - the current move analyzed by the engine (it can differ from the one shown in the line variations);
TB hits - the number of times the engine reached a position in its Tablebases;
Nps - the number of nodes per seconds, which indicates the analysis speed;
Hash Full - the percentage of the Hash table that is filled.
CPU - the current CPU load.
The supplementary information is for advanced users of engines. Refer to (...) for more information on this.
TODO. How to configure a chess engine.
NB. The Hash Full information seems to always indicate 0%. Either this is a bug, or there is something I do wrong.
At the bottom of the window, there is a row of buttons:
When the mouse hovers over them, a pop-up appears. Here's a short description of each functionalities:
Start/Stop engine - Starts or stops the analysis process. Each time the engine is stopped and restarted, the analysis starts anew, without "remembering" the results of its previous run. (TODO - Note on the hash file.) To preserve the analysis, use the Add buttons - see below.
Lock engine to current position -
Add move - To add the best move chosen by the engine as a new move in the current game, press the Add move button .
Add variation - If the whole main line of the engine should be added just use the Add Variation button
Add all variations - Adds all the variations the engine is analyzing. This works when the engine analyzes multiple lines.
Lines - Sets up the number of lines the engine will analyze at the same time. The best line is shown on top and is highlighted. Recent UCI engines provide that very useful functionality; if your engine does not provide this feature, you won't be able to change the number of lines. Note that the more lines the engine analyzes, the less time it allocates to each line, which may decrease its performance.
Annotate - Opens up the [TheAnnotateDialog] to create automated annotations. See [TheAnnotateDialog] for more information. The Annotate button is only available for the first engine in [TheEngineList]. If another engine is opened, this button will be locked.
Training - Allows you to play moves against the engine. The time for each move is fixed, and the analysis results are not shown when training mode is on. (This feature does not work well for me.)
Finish game - Opens up [TheFinishGameDialog], where you can select two engines to simulate a possible end of the game. This function is only available for the first engine in [TheEngineList].
Show engine info. - See above.
Update. - This button does not seem to do anything.
Low CPU Priority. - If an engine is using too much CPU time and affecting the use of SCID or other applications, turning on the Low CPU priority button may help; it gives the engine a low priority for CPU scheduling. On Windows, engines are run on low priority by default. Note that on Unix systems this priority can not be set back to normal.
Show analysis board - This very useful feature displays a small chessboard showing the end position of the current best line found by the engine.

NB. The insertion of variations from the analysis window will also add the name of the engine as a comment to the game.
Two engines can run simultaneously. This allows playing computer c. computer match-ups. For more information
Since the quality of an evaluation depends upon computing power, using many engines at the same time comes at a cost.
Yes! Right-clicking in the Analysis window will hide the analysis. To show the analysis, right-click again.
In this mode, only the current evaluation is shown in the status line.