There are five types of khan games: 'Basic','Magician', 'Power magician', 'Rescue General' and 'Rescue Khan'.
A Basic game is played without magician pieces.
A Magician
game is played with a standard magician, one per side, 
a Power
magician game is played with each side having a single magician,
one with extended mobility. Siege games (Rescue General and Rescue Khan) are played with enemy Sung towers and at least one magician or power magician on each side.
Choose any of the game types by picking Game..Players, or Game..Rated Players.
The rules of any game can be also modified to taste. Select Game..Rules to view or edit the game's default rules:
Select the check box above in red, for example, to allow Sword type pieces
to capture mounted warriors: 
Ordinarily they can't, because in real life a foot soldier has no chance
against a mounted archer. The rule can be modified nonetheless. Uncheck 'Magician can demote khan' to let khan know to allow all demotions as legal, except those upon the enemy leader. Also, it is possible to specify the # of additional squares a magician or a power magician may demote to (extended squares)...
Uncheck 'Must capture enemy bondsman...', to tell the game to operate in 'single leader' mode. This means Khan plays like regular chess where the khan can be put in 'check' on any threat.
Promotions, demotions, exchanges
The other rules are discussed at length in the following sections.