As far as I know, if you want to install them onto your HD, you'll have to transfer the ADF files to the Amiga (onto disk) and install them using
WHDLoad or
JST (unless the game has its own installer). Don't know if you can use WHDLoad or JST with mounted ADFs :-?
One way I've been able to do it with relative success is run WinUAE and install games onto a Virtual HD with WHDLoad using the ADF files, then just send the whole folder across to my real Amiga via Amiga Explorer. A lot less effort required than putting them all on disks, especially since I've only got a couple of blanks.
Bear in mind, though, that you'll need to use ADFs of ORIGINAL disks, not cracked ones as WHDLoad or JST don't work with cracked versions. If you've got only cracked versions, I'd say you're out of luck.