Yes if you have the year PS you want to amend, did you do the original

HOW CAN I AMMEND 1040 NR

NO FORM X IS IN THERE

Hi Lmonsivais,  Don't know if you found this information yet. 

Check out help center from within sotfware.  I have ProSeries 19.

F1 - Help Center

In search box: Instructions for Form 1040X

About 1/3 down the page what you're looking for (about amending 1040NR) in under the "Resident and nonresident aliens" section.