As pointed out in comment, I was wrong about Winboard configuration. Since the Winboard 4.6 adding engine to the GUI is easy as it should be. To add a AdaChess to the engines list, simply open Winboard and choose from the menu:
Engine -> Load First Engine...
Here you can load any of the engines previously loaded or you can add a new one by filling the fields on the right side (like you can see in the image)
Of course you must choose the executable file from your path! Please be sure that the field
Add this engine to the list
is checked. Thus, you just installed AdaChess and everything is ready to play against AdaChess by using Winboard!
Get Winboard and AdaChess
Before you start doing anything you must get the AdaChess engine and the Winboard GUI. The engine is downloadable from this site in the download page. You will obtain a zip file with the engine and full source. Unpack it in the directory you wish.
Then go to the Winboard home page and follow the link to the latest stable Winboard version (currently the 4.8) and download it. The install Winboard and keep note on the directory in which the GUI has been installed. I did it on the default one in C:\Winboard-4.8.0