Just a quick check : You have a CF Card HD with a Games partition and you want to copy games onto your partition?
It looks like you are used to doing the WinUAE shuffle so you can just install WHDload and copy your fav Amiga 600 compatible game ADFs onto the A600 CF drive while on your WinUAE PC.
To play the ADFs native you need to either write them to a Amiga floppy from your A600 with ADF2DISK as Desiv suggested, or you can play around with DiskImage 2 to create virtual floppies.
Suggest you get WHDLoad working in WinUAE first before moving your CF back to the A600 hardware.