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I have seen that engines aren't particularly strong in the openings without access to a book.
How strong are modern engines in the endgame when they are not allowed access to tablebases? E.g., can a computer typically win those difficult endgames such as KQ vs. KR and KBN vs. K in blitz games?
First, I'm not convinced that engines are necessarily weak without their books. Without an opening book, modern engines might not play the most testing lines, or lines that would get them into a position where they thrive, but any top engine will still crush any human GM without an opening book.
As an interesting aside, if you leave your engine on for a while, it usually finds the Spanish Four Knights as the best line from the starting position, but I digress...
In the endgame, it totally depends on the engine and the position. Without tablebases, engines might not know that a rook pawn and wrong bishop is only a draw. If the programmers added that exception, then they'll figure it out, but otherwise, they might trade down thinking that they'll win with an extra bishop and pawn only to draw via the 50 move rule.
In more elementary endgames, like KBNvK, the stronger side will almost always win. The longest mating sequence is 33 moves if my memory serves. Most engines will stumble onto a forced mate in that time because their heuristics will have them make good moves that get closer to mate (and they can probably see 15-20 moves deep).
In terms of KQvKR, the stronger side will almost always win against a human. Humans are pretty bad at defending this position, and the computer will instantly see ways to pick off a loose rook. Against another computer, it's a little bit harder, but as Wes says in his answer, it is still likely that the stronger side would win (the Philidor maneuver is only ~5 moves long, plenty short enough for the engine to see it) given enough time.
Win against who?
I've seen KQ/KR draw between computers before, in 1 or 5 minutes (without egtb). They can drill pretty deep when there aren't many pieces on the board, but if the time control is fast enough, it's not always deep enough. Even GMs draw that one sometimes.
Still, I imagine a normal person might make a non-optimal move in such a time control, also, that could tip the advantage to the computer.
Tablebases add only a little elo to computers. The amount added is small enough that for many years Andscacs was one of the strongest engines around without endgame tablebases (it still doesn't have them implemented). Even for other engines with tablebase support implemented I'm pretty sure you can not provide it with an endgame tablebase, and they'll play almost as well. Sure, you lose some elo by not having tablebases, but not a lot (I don't know exactly how much, but I'd be surprised if it's more than 10 elo).
The brief answer to whether computers can win KQ vs. KR and KBN vs. K is yes. Consider, Stockfish on reasonably strong hardware will easily be operating at 10 million positions per second. How many KQ vs KR positions are there? Stockfish will search them all in a couple of seconds. There's no doubt that Stockfish without a tablebase will easily beat a tablebase at this endgame.
