GNATbench supports building systems for execution on the host machine as well as on an embedded computer. The difference is merely a matter of selecting the appropriate cross compiler when creating the project.
The new-project wizards require you to specify the compiler by either selecting from a predefined list of GNAT compilers, or by manually entering the name and commands for a given compiler. Several GNAT cross compilers are included in the list, as depicted in the figure below (not all appear):