Which version of WinUAE are you using?
The latest version is very good
http://www.winuae.netWhich configuration are you using? You should use a Quickstart setting and tweak it for your purposes slightly.
After adding a hard drive to WinUAE you must install AmigaOS. For that you'll need the installation disk (images).
Insert the install disk image, it will boot to workbench, open the disk with the GUI find the installation icon and follow what it says on the screen... swap disk images when prompted.
Couldnt be simpler or more user friendly.