In Arena chess, there is an option to do analysis in direction, 'forward or backward'. Check the picture.
I think by default, Fritz does backward analysis. Is there a way to change it into forward analysis.
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No, there's no such feature in Fritz. It will run the game analysis backwards. However you can fine-tune game analysis almost anyway you want:
If you want to analyze only up to a certain move, it's also possible: just indicate up to which move the analysis goes. The analysis will still go in the reverse direction starting from the move you indicated. There's also a quick blunder check analysis.
Note. Fritz sometimes comes bundled with ChessBase (database) that contains millions of games and you can run Fritz analysis of any game in it from 1560 to the present time. Although Fritz includes lots of beginner features, it primarily targets professionals. Nowadays there are many free programs available that beginners and even amateurs might prefer who don't need the ChessBase program with its extensive search options.