In theory, the game of Halma can be played on any size board greater than 3 x 3.  In practice, board sizes larger than 9 x 9 become tedious because the solutions are very similar.

To change the size of the board before you start a game, select “Board size...” from the “Options” menu.  Move the sliders up and down to choose the size you want.  There are really only 21 unique boards, since, for instance, a 5 x 4 board is just a 4 x 5 board rotated 90 degrees.

Once you are happy with the board size, select “New game” from the “File” menu to start a new game.