For starters, read all the docs for WinUAE carefully, then I think you will get an idea what its all about.
WinUAE have developed quite a bit, and the later versions have different interface that the first GUI.
I guess for a newbie it may less confusing to try to configure an version like 0.8.x or something first, cause there are less options.
But the basic parts in the configs is the ROM part.
You will need a file that contains a copy of an Amiga kickstart ROM in order to get the emulator running.
If you have this you can boot the emulator, and without disks you will see the familar picture asking for Amiga Workbench disk.
The next step will be to put a disk in the drive. Since the PC's disk drive is not amiga compatible, you will have to use a .adf or -adz disk file.
This is an Amiga disk that is copied into a single file in the adf format (ADF - Amiga Disk File) adz is simply a compressed version of the file.
You can use harddrive to boot as well, but I think you will need to learn how to use disks first:)
Press the About tab in the WinUAE properties window, and you will see several links to useful resources.
At Cloanto you will be able to legally buy the ROMs needed, if you dont have an amiga and can do this yourself.
At Back2Roots you can download loads of amiga games in adf-fomat to use in the emulator.