How to study endgames? There are lot of recommendations on what endgame books you should read and study. But reading is just passive learning, and not so efficient.

If the book doesn't contain exercises, what is the best method for active learning and doing exercises? 

One idea I have is to play the positions against an engine. Are there better suggestions?
Personally, I love a number of great books, and there is still no substitute. You can then plug positions into a computer to test yourself.

I still love Fine's "Basic Chess Endings". Despite the errors, many corrected later in the Pal Benko edition, it gives a great sense of WHAT you are trying to accomplish in any type endgame. Simply by reading over all the examples, and the sub-examples, you will absorb a lot. Each sub-example, while meant to show an exception, or other deviation, is also reinforcement of the main idea.

For example as to my comment about "WHAT" you are trying to accomplish, take a minor piece endgame where you are up a pawn. The basic plan is to create a passer, and if your opponent blocks with the K, you run with your king to attack and take his other pawns. It he just tries to block it with the piece, you run over and force him to give up the piece for the pawn.

I studied this book when I was rated just 1036, and much of what I learned has stuck with me through being a Master almost 40 years later. No less than World Champion, Mikhail Botvinnik, considered it the best book on the endgame (although many greats ones have come along since). Fine's words are chess gold.

Next, I really like "100 Endgames You Must Know: Vital Lessons for Every Chess Player" by GM Jesus de la Villa. Not many books get a fourth edition, which is a testament to this book's appeal. In addition, he recently added "The 100 Endgames You Must Know Workbook: Practical Endgame Exercises for Every Chess Player", which lets you apply the 100 endgames from the first book in practical game exercises.

Lastly, if you really get strong, I still consider "Dvoretsky's Endgame Manual" THE single most instructive book ever written. That said, it is not for novices, and expects a lot of prior endgame knowledge. Similar to de la Villa's recent workbook, Dvoretsky also wrote "Tragicomedy in the Endgame: Instructive Mistakes of the Masters", which shows practical games involving information from DEM.

No matter what you do though, endgame study requires time and effort; however, unlike opening study, this study will stick with you for a lifetime.