There is no separate setup step. mim new picks the container engine and remembers it for later environments: if exactly one engine is installed it is auto-detected, otherwise pass --engine on your first new:

--engine accepts docker, podman, apptainer, or singularity (the last is an alias for apptainer, the common engine on HPC clusters), or none for the native (no-container) backend. The choice made on the first new becomes the default for subsequent environments.