If you go to the HD section of Back2Roots they have Pinball Fantasies as an installed harddisk version, it's from the CD32 copy and doesn't need WHDLoad.
If you have Skick345.lha, check the documentation for WHDLoad to see what needs to go where (and the exact names to use) - even on an A1200 some games will require the Rom image on the harddisk anyway! There's a rom extraction tool in with WinUAE, but I can't remember it's name off the top of my head ...