WinUAE will set up a complete Amiga environment on your PC. You can't run Amiga software under Windows, but you can run it on your emulated Amiga.
Take a look at Amiga Forever. It'll get you up and running close to instantly. It's a preconfigured software package that uses WinUAE.
Things to be aware of: you can't read Amiga floppy disks on a PC. So you'll have to turn your disks into disk images and then transfer those files to your PC for use in the emulator. Provisions for all this are included in Amiga Forever.
