Is this DPaint 1 you're using? DPaint 4 has a HD installer, maybe v2 and v3 do as well, if you have access to those.
Does it give you any error messages? Try
copy df0:#? dhx:[your dpaint directory] all clone
from a CLI to catch any files that don't show up from the Workbench interface (since 1.3 doesn't have a "Show all files" option). I think you can get the same result by dragging the disk icon to your directory of choice.
EDIT: I just had a look at the reference card at
DLH's site. It mentions Kickstart 1.1, so it might be one of those very early programs that can't even handle 1.3.