How is the ń pronounced? Like "ng", "ni" or (only the spanish) "ñ"?
It's a palatalized N. I'd say it's quite close to the Spanish one, but a bit shorter.
Why not "chleba"? Isn't "Je" an accusative verb?
Yes, it is. But the Accusative of "chleb" is still "chleb".
Is konia wrong?
"konia" is the Accusative (or Genitive) form, as in for example "Widzę konia" (I see a horse), where it's the direct object of the sentence.
"a horse" is the subject of the sentence here, so it needs to take the basic, Nominative form.