First, download a copy of Winuae and install on your PC, in the 'Amiga Programs' folder, there is a file called 'transdisk', copy this to your Amiga (use CrossDos, MSH or serial transfer etc)
Then copy the ADFs to your Amiga somehow and write them to disk using the command:
transdisk -w disk.adf
(where disk.adf is the name of the adf file)
For more info see:
http://www.pcguru.plus.com/uae_faq.html :-)