Many engine options can be modified via the configuration window shown by the chess GUI.

 

Below a screen shot of the configuration window in Arena 3.5.

 

 

The same configuration window in the Shredder Classic 4 GUI:

 

 

Note that some GUIs will hide options that are handled elsewhere in its interface. For example, in the second screen shot above the options "Hash", "Ponder", "MultiPV" and "UCI_Chess960" are missing from the configuration window.