Obviously you'll need to decompress the image to disk program to make it run on the A500.
It's probably compressed with LHA, so you'll need LHA to extract it.
If you need the LHA executable, grab it from:
http://amiga.serveftp.net/downloads.htmlDownload from the link at the top of the page.
Move LHA to the A500, put it into SYS:C/LHA
Open a CLI (shell) window on the A500 and use it like this:
lha x DH0:ExampleName.lha
and the files will be extracted right then and there.
Personally I'd suggest TransADF from Aminet to write your ADF images.
Use it like this:
TransADF DRIVE DF0: FILE ExampleName.ADF WRITE
Easy as that!